Webster Financial (WBS) 10-Q5 Nov 132013 Q3 Quarterly reportFinancial data

Company Profile

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
Document and Entity Information	Sep. 30, 2013	Oct. 31, 2013
Document Documentand Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Trading Symbol	'WBS	'
Entity Registrant Name	'WEBSTER FINANCIAL CORP	'
Entity Central Index Key	'0000801337	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	90,343,433

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Assets:	'		'
Cash and due from banks	$266,747		$252,283
Interest-bearing deposits	18,192		98,205
Securities available for sale, at fair value	3,193,772		3,136,160
Securities held-to-maturity (fair value of $3,248,620 and $3,264,718)	3,205,999		3,107,529
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	158,878		155,630
Loans held for sale	40,193		107,633
Loans and leases	12,477,965	[1]	12,028,696	[1]
Allowance for loan and lease losses	-157,545		-177,129
Loans and leases, net	12,320,420		11,851,567
Deferred tax asset, net	72,180		68,681
Premises and equipment, net	121,250		134,562
Goodwill	529,887		529,887
Other intangible assets, net	6,544		10,270
Cash surrender value of life insurance policies	427,113		418,293
Prepaid FDIC premiums	0		16,323
Accrued interest receivable and other assets	248,379		259,742
Total assets	20,609,554		20,146,765
Liabilities and shareholders' equity:	'		'
Non-interest-bearing	2,968,727		2,881,131
Interest-bearing	12,030,804		11,649,704
Total deposits	14,999,531		14,530,835
Securities sold under agreements to repurchase and other borrowings	1,372,290		1,076,160
Federal Home Loan Bank advances	1,602,469		1,827,612
Long-term debt	229,146		334,276
Accrued expenses and other liabilities	238,459		284,352
Total liabilities	18,441,895		18,053,235
Shareholdersâ€™ equity:	'		'
Common stock, $.01 par value; Authorized - 200,000,000 shares Issued - 93,360,197 and 90,735,596 shares	933		907
Paid-in capital	1,126,344		1,145,620
Retained earnings	1,054,117		1,000,427
Less: Treasury stock, at cost (3,575,777 and 5,772,006 shares)	-106,443		-172,807
Accumulated other comprehensive loss	-58,941		-32,266
Total shareholders' equity	2,167,659		2,093,530
Total liabilities and shareholders' equity	20,609,554		20,146,765
Series A Preferred Stock [Member]	'		'
Shareholdersâ€™ equity:	'		'
Preferred stock, $.01 par value; Authorized - 3,000,000 shares:	28,939		28,939
Series E Preferred Stock [Member]	'		'
Shareholdersâ€™ equity:	'		'
Preferred stock, $.01 par value; Authorized - 3,000,000 shares:	$122,710		$122,710

[1]	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively.

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, except Share data, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Securities held-to-maturity ,fair value	$3,248,620	$3,264,718
Common stock par value	$0.01	$0.01
Common stock, shares authorized	200,000,000	200,000,000
Common stock, shares issued	93,360,197	90,735,596
Treasury stock ,shares	3,575,777	5,772,006
Series A Preferred Stock [Member]	'	'
Preferred stock, par value	$0.01	$0.01
Preferred stock, shares authorized	3,000,000	3,000,000
Preferred stock, shares issued	28,939	28,939
Preferred stock, shares outstanding	28,939	28,939
Series E Preferred Stock [Member]	'	'
Preferred stock, par value	$0.01	$0.01
Preferred stock, shares authorized	3,000,000	3,000,000
Preferred stock, shares issued	5,060	5,060
Preferred stock, shares outstanding	5,060	5,060

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Income (USD $)	3 Months Ended		9 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Interest Income:	'	'	'	'
Interest and fees on loans and leases	$123,664	$121,367	$366,445	$363,487
Taxable interest and dividends on securities	42,165	43,532	126,619	135,082
Non-taxable interest on securities	5,351	6,662	17,104	20,577
Loans held for sale	573	655	1,761	1,810
Total interest income	171,753	172,216	511,929	520,956
Interest Expense:	'	'	'	'
Deposits	10,908	14,543	35,782	45,701
Securities sold under agreements to repurchase and other borrowings	5,283	5,594	15,522	15,388
Federal Home Loan Bank advances	3,753	3,943	12,299	12,933
Long-term debt	1,822	3,246	5,482	14,298
Total interest expense	21,766	27,326	69,085	88,320
Net interest income	149,987	144,890	442,844	432,636
Provision for loan and lease losses	8,500	5,000	24,500	14,000
Net interest income after provision for loan and lease losses	141,487	139,890	418,344	418,636
Non-interest Income:	'	'	'	'
Deposit service fees	25,170	24,728	73,786	71,810
Loan related fees	5,840	4,039	15,930	12,473
Wealth and investment services	8,095	7,186	24,781	21,656
Mortgage banking activities	665	6,515	13,584	14,522
Increase in cash surrender value of life insurance policies	3,516	2,680	10,348	7,758
Net gain on sale of investment securities	269	810	708	3,347
Other income	2,702	2,521	7,649	8,252
Total non-interest income	46,257	48,479	146,786	139,818
Non-interest Expense:	'	'	'	'
Compensation and benefits	64,862	66,126	196,680	198,332
Occupancy	11,994	12,462	36,710	37,922
Technology and equipment	14,895	15,118	45,743	46,721
Intangible assets amortization	1,242	1,384	3,726	4,178
Marketing	3,649	4,529	12,277	13,723
Professional and outside services	2,254	2,790	5,931	8,869
Deposit insurance	5,300	5,675	15,998	17,107
Other expense	18,085	15,803	54,355	52,027
Total non-interest expense	122,281	123,887	371,420	378,879
Income before income tax expense	65,463	64,482	193,710	179,575
Income tax expense	18,158	19,489	57,915	54,404
Net income	47,305	44,993	135,795	125,171
Preferred stock dividends	-2,639	-615	-8,164	-1,845
Net income available to common shareholders	$44,666	$44,378	$127,631	$123,326
Net income per common share:	'	'	'	'
Basic (in dollars per share)	$0.50	$0.51	$1.44	$1.41
Diluted (in dollars per share)	$0.49	$0.48	$1.41	$1.34

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements Of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$47,305	$44,993	$135,795	$125,171
Other comprehensive income (loss), net of tax	6,198	14,601	-26,675	30,927
Comprehensive income	$53,503	$59,594	$109,120	$156,098

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements Of Shareholders' Equity (USD $)	Total	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Retained Earnings [Member]	Retained Earnings [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Loss [Member]
In Thousands, unless otherwise specified	Total	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Loss [Member]
Beginning Balance at Dec. 31, 2011	$1,845,774	'	'	$28,939	$907	$1,145,346	$865,427	'	'	($134,641)	($60,204)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'	'	'	'
Net income	125,171	'	'	'	'	'	125,171	'	'	'	'
Other comprehensive income (loss), net of tax	30,927	'	'	'	'	'	'	'	'	'	30,927
Dividends paid on common stock of $0.40 and $0.25 per share during 9 months ended September 30, 2013 and 2012, respectively	-21,906	'	'	'	'	'	-21,906	'	'	'	'
Dividends paid on preferred stock $63.75 per share on Series A for both 9 months ended Sept. 30, 2013 and 2012 and $1,248.89 per share on Series E for 9 months ended Sept. 30, 2013	'	-1,845	'	'	'	'	'	-1,845	'	'	'
Common stock warrants repurchased	-385	'	'	'	'	-385	'	'	'	'	'
Exercise of stock options	856	'	'	'	'	-1,711	'	'	'	2,567	'
Net shares acquired related to employee share-based compensation plans	-2,008	'	'	'	'	'	'	'	'	-2,008	'
Stock-based compensation, net of tax effects	6,687	'	'	'	'	1,735	-4,253	'	'	9,205	'
Issuance of common stock	407	'	'	'	'	407	0	'	'	0	'
Ending Balance at Sep. 30, 2012	1,983,678	'	'	28,939	907	1,145,392	962,594	'	'	-124,877	-29,277
Beginning Balance at Dec. 31, 2012	2,093,530	'	'	151,649	907	1,145,620	1,000,427	'	'	-172,807	-32,266
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'	'	'	'
Net income	135,795	'	'	'	'	'	135,795	'	'	'	'
Other comprehensive income (loss), net of tax	-26,675	'	'	'	'	'	'	'	'	'	-26,675
Dividends paid on common stock of $0.40 and $0.25 per share during 9 months ended September 30, 2013 and 2012, respectively	-35,176	'	'	'	'	'	-35,176	'	'	'	'
Dividends paid on preferred stock $63.75 per share on Series A for both 9 months ended Sept. 30, 2013 and 2012 and $1,248.89 per share on Series E for 9 months ended Sept. 30, 2013	'	-1,845	-6,319	'	'	'	'	-1,845	-6,319	'	'
Common stock warrants repurchased	-30	'	'	'	'	-30	'	'	'	'	'
Exercise of stock options	984	'	'	'	'	-729	'	'	'	1,713	'
Net shares acquired related to employee share-based compensation plans	-381	'	'	'	'	'	'	'	'	-381	'
Stock-based compensation, net of tax effects	7,581	'	'	'	'	2,757	-2,511	'	'	7,335	'
Issuance of common stock	195	'	'	'	26	-21,274	-36,254	'	'	57,697	'
Ending Balance at Sep. 30, 2013	$2,167,659	'	'	$151,649	$933	$1,126,344	$1,054,117	'	'	($106,443)	($58,941)

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements Of Shareholders' Equity (Parenthetical) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Dividends declared on common stock (in dollars per share)	$0.40	$0.25
Series A Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$63.75	$63.75
Series E Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$1,248.89	'

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements Of Cash Flows (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Operating Activities:	'	'
Net income	$135,795	$125,171
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Provision for loan and lease losses	24,500	14,000
Deferred tax expense	11,221	14,192
Depreciation and amortization	78,236	81,632
Stock-based compensation	7,757	6,735
Excess tax benefits from stock-based compensation	-255	-303
Gain on sale, net of write-down, on foreclosed and repossessed assets	-1,072	-1,923
(Gain) loss on sale net of write-down on premises and equipment	-59	603
Loss on fair value adjustment of alternative investments	354	775
Loss on fair value adjustment of derivative instruments	290	12
Net gain on the sale of investment securities	-708	-3,347
Increase in cash surrender value of life insurance policies	-10,348	-7,758
Gain from life insurance policies	-1,070	0
Gain on sale of loans held for sale	-13,584	-14,522
Proceeds from sale of loans held for sale	670,226	529,020
Origination of loans held for sale	-592,368	-537,348
Net decrease (increase) in accrued interest receivable and other assets	83,060	-14,154
Net decrease in accrued expenses and other liabilities	-16,743	-3,730
Net cash provided by operating activities	375,232	189,055
Investing Activities:	'	'
Net decrease in interest-bearing deposits	37,243	16,299
Purchases of available for sale securities	-835,364	-1,009,181
Proceeds from maturities and principal payments of available for sale securities	621,385	627,429
Proceeds from sales of available for sale securities	44,261	148,223
Purchases of held-to-maturity securities	-702,017	-752,030
Proceeds from maturities and principal payments of held-to-maturity securities	587,998	571,648
Net (purchase) sale of Federal Home Loan Bank and Federal Reserve Board stock	-3,248	1,279
Net increase in loans	-503,397	-586,375
Purchase of life insurance policies	0	-100,000
Proceeds from life insurance policies	1,768	0
Proceeds from the sale of foreclosed properties and repossessed assets	5,741	7,453
Proceeds from the sale of premises and equipment	1,304	1,406
Purchases of premises and equipment	-11,247	-14,544
Net cash used for investing activities	-755,573	-1,088,393
Financing Activities:	'	'
Net increase in deposits	468,696	757,412
Proceeds from Federal Home Loan Bank advances	3,178,120	2,826,265
Repayments of Federal Home Loan Bank advances	-3,403,245	-2,625,500
Net increase in securities sold under agreements to repurchase and other borrowings	296,130	145,309
Repayment of long-term debt	-102,579	-210,971
Cash dividends paid to common shareholders	-35,176	-21,906
Cash dividends paid to preferred shareholders	-8,164	-1,845
Exercise of stock options	984	856
Excess tax benefits from stock-based compensation	255	303
Issuance of common stock	195	407
Common stock repurchased	-381	-2,008
Common stock warrants repurchased	-30	-385
Net cash provided by financing activities	394,805	867,937
Net increase (decrease) in cash and due from banks	14,464	-31,401
Cash and due from banks at beginning of period	252,283	195,957
Cash and due from banks at end of period	266,747	164,556
Supplemental disclosure of cash flow information:	'	'
Interest paid	66,582	92,056
Income taxes paid	42,507	30,398
Noncash investing and financing activities:	'	'
Transfer of loans and leases, net to foreclosed properties and repossessed assets	9,295	5,474
Transfer of loans from portfolio to loans-held-for-sale	$44	$13,796

Summary_of_Significant_Account

Summary of Significant Accounting Policies	9 Months Ended
Summary of Significant Accounting Policies	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Summary of Significant Accounting Policies	'
	Summary of Significant Accounting Policies
	Nature of Operations. Webster Financial Corporation (collectively, with its consolidated subsidiaries, “Webster” or the “Company”), is a bank holding company and financial holding company under the Bank Holding Company Act of 1956, as amended, headquartered in Waterbury, Connecticut and incorporated under the laws of Delaware in 1986. At September 30, 2013, Webster Financial Corporation's principal asset was all of the outstanding capital stock of Webster Bank, National Association (“Webster Bank”).
	Webster, through Webster Bank and various non-banking financial services subsidiaries, delivers financial services to individuals, families and businesses throughout southern New England and into Westchester County, New York. Webster provides business and consumer banking, mortgage lending, financial planning, trust and investment services through banking offices, ATMs, telephone banking, mobile banking and its Internet website (www.websterbank.com). Webster Bank offers, through its HSA Bank division, health savings accounts on a nationwide basis. Webster also offers equipment financing, commercial real estate lending, and asset-based lending.
	Basis of Presentation. The Condensed Consolidated Financial Statements include the accounts of Webster Financial Corporation and all other entities in which it has a controlling financial interest. All significant intercompany balances and transactions have been eliminated in consolidation. Webster's accounting and financial reporting policies conform, in all material respects, to accounting principles generally accepted in the United States (“GAAP”) and to general practices within the financial services industry.
	The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”) under GAAP. Voting interest entities are entities in which the total equity investment at risk is sufficient to enable the entity to finance itself independently and provides the equity holder with the obligation to absorb losses, the right to receive residual returns and the right to make decisions about the entity’s activities. The Company consolidates voting interest entities in which it has all or at least a majority of, the voting interest. VIEs are entities that lack one or more of the characteristics of a voting interest entity. A controlling financial interest in a VIE is present when the Company has both the power and ability to direct the activities of the VIE that most significantly impact the VIE's economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE.
	The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. The trust's only assets are junior subordinated debentures issued by the Company, which were acquired by the trust using the proceeds from the issuance of the trust preferred securities and common stock. The junior subordinated debentures are included in long-term debt and the Company’s equity interests in the trust is included in other assets in the accompanying Condensed Consolidated Balance Sheets. Interest expense on the junior subordinated debentures is reported in interest expense on long-term debt in the accompanying Condensed Consolidated Statements of Income. See Note 9 - Long-Term Debt.
	Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had no impact on the Company's consolidated financial position, results of operations or net change in cash or cash equivalents.
	Use of Estimates. The preparation of the Condensed Consolidated Financial Statements in conformity with accounting principles generally accepted in the United States requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the Condensed Consolidated Financial Statements. Actual results could differ from those estimates. The allowance for loan and lease losses, the fair value measurements of financial instruments and valuation of investments for other-than-temporary impairment (“OTTI”), the valuation of goodwill, the deferred tax asset valuation allowance and pension and other postretirement benefits, as well as the status of contingencies are particularly subject to change.
	Correction of Immaterial Error Related to Prior Periods. During the three months ended September 30, 2013, the Company identified a $1.7 million error applicable to income taxes in prior periods. The error was determined to be immaterial to the results of the prior periods, and the correction of the error resulted in the recognition of a $1.7 million tax benefit in the three months ended September 30, 2013, which was determined to be immaterial to the results of the current period. For more detailed information see the "Income Taxes" section of Management's Discussion and Analysis of Financial Condition and Results of Operations.
	Cash Equivalents and Cash Flows. For the purposes of the Condensed Consolidated Statements of Cash Flows, cash equivalents include cash on hand and due from banks, interest-bearing deposits at the Federal Reserve or other short-term money market investments. Webster classifies financial instruments with maturities of one year or less at the date of purchase as interest-bearing deposits. These deposits are carried at cost, which approximates fair value.
	Cash flows from loans, either originated or acquired, are classified at that time according to management's original intent to either sell or hold the loan for the foreseeable future. When management's intent is to to sell the loan, the cash flows of that loan are presented as operating cash flows. When management's intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
	Investment Securities. Investment securities are classified at the time of purchase as “available for sale”, or “held-to-maturity”. Classification is re-evaluated each quarter to ensure appropriate classification and to maintain consistency with corporate objectives. Debt securities held-to-maturity are those which Webster has the ability and intent to hold to maturity. Securities held-to-maturity are recorded at amortized cost. Amortized cost includes the amortization of premiums or accretion of discounts. Such amortization and accretion is included in interest income from securities. Securities classified as available for sale are recorded at fair value. Unrealized gains and losses, net of taxes, are calculated each reporting period and presented as a separate component of other comprehensive income (“OCI”). Securities transferred from available for sale to held-to-maturity are recorded at fair value at the time of transfer. The respective gain or loss is reclassified as a separate component of OCI and amortized as an adjustment to interest income over the remaining life of the security.
	Investment securities are reviewed quarterly for OTTI. All securities classified as available for sale or held-to-maturity that are in an unrealized loss position are evaluated for OTTI. The evaluation considers several qualitative factors including the amount of the unrealized loss and the period of time the security has been in a loss position. If the Company intends to sell the security or it is more than likely the Company will be required to sell the security prior to recovery of its amortized cost basis, the security is written down to fair value and the loss is recorded in non-interest income in the accompanying Condensed Consolidated Statements of Income. If the Company does not intend to sell the security and it is more likely than not that the Company will not be required to sell the security prior to recovery of its amortized cost basis, only the credit component of any impairment charge of a debt security would be recognized as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income. The remaining loss component would be recorded in OCI. A decline in the value of an equity security that is considered OTTI is recorded as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income.
	The specific identification method is used to determine realized gains and losses on sales of securities.
	Loans Held for Sale. Loans held for sale are primarily residential real estate mortgage loans. Loans typically are assigned this classification upon origination based on management's intent to sell when the loans are underwritten. Loans held for sale are carried at the lower of cost or fair value. Non-residential mortgage loans held for sale are carried at lower of cost or fair value and are valued on individual asset basis. Any cost amount in excess of fair value is recorded as a valuation allowance and recognized as a reduction of other income. Gains or losses on the sale of loans held for sale are included in non-interest income in the accompanying Condensed Consolidated Statements of Income. Direct loan origination costs and fees are deferred and are recognized at the time of sale.
	Loans. Loans are stated at the principal amounts outstanding, net of charged off amounts and unamortized premiums and discounts and net of deferred loan fees and/or costs which are recognized as yield adjustments using the interest method. These yield adjustments are amortized over the contractual life of the related loans adjusted for estimated prepayments when applicable. Interest on loans is credited to interest income as earned based on the interest rate applied to principal amounts outstanding.
	Loans are placed on non-accrual status when timely collection of principal and interest in accordance with contractual terms is doubtful. A loan is transferred to a non-accrual basis generally when principal or interest payments become 90 days delinquent, unless the loan is well secured and in process of collection, or sooner if management concludes circumstances indicate that the borrower may be unable to meet contractual principal or interest payments. Residential real estate and consumer loans are placed on non-accrual status at 90 days past due, or at the date when the Company is notified that the borrower is discharged in bankruptcy. A charge-off is recorded at 180 days if the loan balance exceeds the fair value of the collateral less costs to sell. Commercial, commercial real estate and equipment finance loans are subject to a detailed review when 90 days past due to determine accrual status, or when payment is uncertain and a specific consideration is made to put a loan or lease on non-accrual status.
	When a loan is placed on non-accrual status, the accrual of interest is discontinued and any unpaid accrued interest is reversed and charged against interest income. If ultimate repayment of a non-accrual loan is expected, any payments received are applied in accordance with contractual terms. If ultimate repayment is not expected on commercial, commercial real estate and equipment finance loans, any payment received on a non-accrual loan is applied to principal until the unpaid balance has been fully recovered. Any excess is then credited to interest income when received. If the Company determines, through a current valuation analysis, that principal can be repaid on residential real estate and consumer loans, interest payments may be taken into income as received or on a cash basis. Loans are removed from non-accrual status when they become current as to principal and interest or demonstrate a period of performance under contractual terms and, in the opinion of management, are fully collectible as to principal and interest.
	Allowance for Credit Losses. The allowance for credit losses includes the allowance for loan and lease losses and the reserve for unfunded credit commitments.
	Allowance for Loan and Lease Losses (“ALLL”). The allowance for loan and lease losses is a reserve established through a provision for loan and lease losses charged to expense, and represents management’s best estimate of probable losses that may be incurred within the existing loan and lease portfolio as of the balance sheet date. The level of the allowance reflects management’s view of trends in loss activity, current portfolio quality and present economic, political and regulatory conditions. Portions of the allowance may be allocated for specific loans and leases; however, the entire allowance is available for any loan or lease that is charged off. A charge-off is recorded on a case-by-case basis when all or a portion of the loan or lease is deemed to be uncollectible. Back-testing is performed to compare original estimated losses and actual observed losses, resulting in ongoing refinements. While management utilizes its best judgment based on the information available at the time, the ultimate adequacy of the allowance is dependent upon a variety of factors that are beyond the Company’s control, which include the performance of the Company’s portfolio, economic conditions, interest rate sensitivity and the view of the regulatory authorities regarding loan classifications.
	The allowance for loan and lease losses consists of three elements: (i) specific valuation allowances established for probable losses on impaired loans and leases; (ii) quantitative valuation allowances calculated using loss experience for like loans and leases with similar characteristics and trends, adjusted, as necessary, to reflect the impact of current conditions; and (iii) qualitative factors determined based on general economic conditions and other factors that may be internal or external to the Company.
	Loans and leases are considered impaired when, based on current information and events, it is probable the Company will be unable to collect all amounts due in accordance with the original contractual terms of the loan agreement, including scheduled principal and interest payments. Impairment is evaluated on a pooled basis for smaller-balance homogeneous residential and consumer loans. Commercial, commercial real estate and equipment financing loans and leases over a specific dollar amount and all troubled debt restructurings ("TDR") are evaluated individually for impairment. A loan identified as a TDR is considered an impaired loan for the entire term of the loan, with few exceptions. If a loan is impaired, a specific valuation allowance may be established, and the loan is reported net, at the present value of estimated future cash flows using the loan’s original interest rate or at the fair value of collateral less cost to sell if repayment is expected from collateral liquidation. Interest payments on non-accruing impaired loans are typically applied to principal unless collectability of the principal amount is reasonably assured, in which case interest is recognized on a cash basis. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Factors considered by management in determining impairment include payment status, collateral value, discharged bankruptcy and the likelihood of collecting scheduled principal and interest payments. Consumer modified loans are analyzed for re-default probability which is considered when determining the impaired reserve for ALLL. The current or weighted-average (for multiple notes within a commercial borrowing arrangement) interest rate of the loan is used as the discount rate when the interest rate floats with a specified index. A change in terms or payments would be included in the impairment calculation.
	Reserve for Unfunded Commitments. The reserve for unfunded commitments provides for probable losses inherent with funding the unused portion of legal commitments available to lend. The unfunded reserve calculation includes factors that are consistent with ALLL methodology for funded loans using the loss given default, probability of default and a draw down factor applied to the underlying borrower risk and facility risk grades. The changes in the reserve for unfunded credit commitments is reported as a component of other expense and the reserve is recorded within other liabilities.
	Troubled Debt Restructurings. A modified loan is considered a TDR when two conditions are met: (1) the borrower is experiencing financial difficulties and (2) the modification constitutes a concession. The Company considers all aspects of the restructuring in determining whether a concession has been granted, including the debtor's ability to access funds at a market rate. In general, a concession exists when the modified terms of the loan are more attractive to the borrower than standard market terms. Modified terms are dependent upon the financial position and needs of the individual borrower. The Company does not employ modification programs for temporary or trial periods. The most common types of modifications include covenant modifications, forbearance and/or other concessions. If the modification agreement is violated, the loan is reevaluated to determine if it should be handled by the Company’s Restructuring and Recovery group for resolution, which may result in foreclosure. Loans for which the borrower has been discharged under Chapter 7 bankruptcy are considered collateral dependent TDRs, impaired at the date of discharge, and charged down to the fair value of collateral less cost to sell.
	The Company’s policy is to place all consumer loan TDRs on non-accrual status for a minimum period of 6 months. Commercial TDRs are evaluated on a case-by-case basis for determination of whether or not to place on non-accrual status. Loans qualify for return to accrual status once they have demonstrated performance with the restructured terms of the loan agreement for a minimum of 6 months. Initially, all TDRs are reported as impaired. Generally, TDRs are classified as impaired loans and reported as TDRs for the remaining life of the loan. Impaired and TDR classification may be removed if the borrower demonstrates compliance with the modified terms for a minimum of 6 months and through a fiscal year-end, and the restructuring agreement specifies a market rate of interest equal to that which would be provided to a borrower with similar credit at the time of restructuring. In the limited circumstances that a loan is removed from TDR classification it is the Company’s policy to continue to base its measure of loan impairment on the contractual terms specified by the loan agreement.
	Transfers and Servicing of Financial Assets. Transfers of financial assets are accounted for as sales when control over the assets has been surrendered. Control over transferred assets is generally considered to have been surrendered when (1) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, (2) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and (3) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets.
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loans sales primarily to government-sponsored enterprises through established programs, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses.
	When the Company sells financial assets, it may retain servicing rights and/or other interests in the financial assets. The gain or loss on sale depends on the previous carrying amount of the transferred financial assets and the consideration received and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests held by the Company are carried at the lower of cost or fair value.
	Recently Adopted Accounting Standards Updates
	ASU No. 2011-11, “Balance Sheet (Topic 210): Disclosures about Offsetting Assets and Liabilities”. The ASU expands required disclosures of information related to the nature of an entity’s rights of setoff and related arrangements associated with its financial instruments and derivative instruments, in an effort to enhance comparability between financial statements prepared with GAAP and IFRS. The requirements include disclosure of net and gross positions in covered financial instruments and derivative instruments which are either (1) offset in accordance with ASC Sections 210-20-45 or 815-10-45, or (2) subject to an enforceable netting or other similar arrangement. The disclosures required by this amendment were applied retrospectively for all comparative periods presented. The amendments are effective for fiscal years beginning on or after January 1, 2013, and interim periods within those annual periods. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-01- Balance Sheet (Topic 210): "Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities". The ASU amends Update 2011-11 to clarify that the scope applies to derivatives, repurchase and reverse repurchase agreements, and securities borrowing and lending transactions that are either offset in accordance with Section 210-20-45 or Section 815-10-45 or subject to master netting or similar arrangements. Other types of financial assets and liabilities subject to master netting or similar arrangements are not subject to the disclosure requirements in Update 2011-11. The amendments are effective for fiscal years beginning on or after January 1, 2013, and interim periods within those annual periods. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-02- Comprehensive Income (Topic 220): "Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income". The ASU requires an entity to provide information about the amounts reclassified out of accumulated other comprehensive income by component. In addition, an entity is required to present, either on the face of the statement where net income is presented or in the notes, significant amounts reclassified out of accumulated other comprehensive income by the respective line items of net income but only if the amount reclassified is required under U.S. GAAP to be reclassified to net income in its entirety in the same reporting period. The amendments are effective prospectively for reporting periods beginning after December 15, 2012. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-10- Derivatives and Hedging (Topic 815): "Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes (a consensus of the FASB Emerging Issues Task Force)". The ASU permits an entity to use the Fed Funds Effective Swap Rate as a U.S. benchmark interest rate for hedge accounting purposes under Topic 815, in addition to the United States Treasury and London Interbank Offered Rate swap rates. The amendments also remove the restriction on using different benchmark rates for similar hedges. The amendments are effective prospectively for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The amendments did not have a material impact on the Company's financial statements.

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	A summary of the amortized cost, carrying value, and fair value of Webster’s investment securities is presented below:


		At September 30, 2013
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	200		$	—		$	—		$	200		$	—		$	—		$	200

	Agency collateralized mortgage obligations (“CMOs”)	868,288			18,537			(1,349		)	885,476			—			—			885,476

	Agency mortgage-backed securities (“MBS”)	1,318,550			9,120			(34,416		)	1,293,254			—			—			1,293,254

	Agency commercial mortgage-backed securities (“ACMBS”)	19,988			96			—			20,084			—			—			20,084

	Commercial mortgage-backed securities (“CMBS”)	437,616			29,367			(1,032		)	465,951			—			—			465,951

	Collateralized loan obligations ("CLOs")	333,023			637			(1,126		)	332,534			—			—			332,534

	Pooled trust preferred securities (1)	36,581			—			(6,617		)	29,964			—			—			29,964

	Single issuer trust preferred securities	51,311			—			(8,009		)	43,302			—			—			43,302

	Corporate debt securities	109,529			4,089			—			113,618			—			—			113,618

	Equity securities - financial institutions (2)	6,307			3,082			—			9,389			—			—			9,389

	Total available for sale	$	3,181,393		$	64,928		$	(52,549	)	$	3,193,772		$	—		$	—		$	3,193,772

	Held-to-maturity:
	Agency CMOs	368,980			—			—			368,980			11,590			(492		)	380,078

	Agency MBS	2,095,513			—			—			2,095,513			48,495			(35,832		)	2,108,176

	Municipal bonds and notes	466,084			—			—			466,084			14,135			(743		)	479,476

	CMBS	265,727			—			—			265,727			9,272			(4,028		)	270,971

	Private Label MBS	9,695			—			—			9,695			224			—			9,919

	Total held-to-maturity	$	3,205,999		$	—		$	—		$	3,205,999		$	83,716		$	(41,095	)	$	3,248,620


	Total investment securities	$	6,387,392		$	64,928		$	(52,549	)	$	6,399,771		$	83,716		$	(41,095	)	$	6,442,392


	-1	Amortized cost is net of $9.4 million of credit related other-than-temporary impairment at September 30, 2013.

	-2	Amortized cost is net of $21.3 million of other-than-temporary impairment at September 30, 2013.


		At December 31, 2012
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	200		$	—		$	—		$	200		$	—		$	—		$	200

	Agency CMOs	1,284,126			25,972			(92		)	1,310,006			—			—			1,310,006

Agency MBS	1,121,941			21,437			(1,098		)	1,142,280			—			—			1,142,280

CMBS	359,438			42,086			(3,493		)	398,031			—			—			398,031

CLOs	88,765			—			(225		)	88,540			—			—			88,540

Pooled trust preferred securities (1)	46,018			—			(19,811		)	26,207			—			—			26,207

Single issuer trust preferred securities	51,181			—			(6,766		)	44,415			—			—			44,415

Corporate debt securities	111,281			6,918			—			118,199			—			—			118,199

Equity securities - financial institutions (2)	6,232			2,054			(4		)	8,282			—			—			8,282

Total available for sale	$	3,069,182		$	98,467		$	(31,489	)	$	3,136,160		$	—		$	—		$	3,136,160

Held-to-maturity:
Agency CMOs	500,369			—			—			500,369			16,643			(8		)	517,004

Agency MBS	1,833,677			—			—			1,833,677			88,082			(474		)	1,921,285

Municipal bonds and notes	559,131			—			—			559,131			34,366			(110		)	593,387

CMBS	199,810			—			—			199,810			18,324			—			218,134

Private Label MBS	14,542			—			—			14,542			366			—			14,908

Total held-to-maturity	$	3,107,529		$	—		$	—		$	3,107,529		$	157,781		$	(592	)	$	3,264,718


Total investment securities	$	6,176,711		$	98,467		$	(31,489	)	$	6,243,689		$	157,781		$	(592	)	$	6,400,878


-1	Amortized cost is net of $10.5 million of credit related other-than-temporary impairment at December 31, 2012.

-2	Amortized cost is net of $21.3 million of other-than-temporary impairment at December 31, 2012.
The amortized cost and fair value of debt securities at September 30, 2013, by contractual maturity, are set forth below:


	Available for Sale							Held-to-Maturity
(In thousands)	Amortized			Fair				Amortized			Fair
	Cost			Value				Cost			Value
Due in one year or less	$	200		$	200			$	90		$	91

Due after one year through five years	102,717			106,597				66,262			69,780

Due after five through ten years	191,973			192,790				138,276			144,351

Due after ten years	2,880,196			2,884,796				3,001,371			3,034,398

Total debt securities	$	3,175,086		$	3,184,383			$	3,205,999		$	3,248,620

For the maturity schedule above, mortgage-backed securities and collateralized loan obligations, which are not due at a single maturity date, have been categorized based on the maturity date of the underlying collateral. Actual principal cash flows may differ from this maturity date presentation because borrowers have the right to prepay obligations with or without prepayment penalties. At September 30, 2013, the Company had $849.7 million carrying value of callable securities in its CMBS, CLO and municipal bond portfolios. The Company considers these factors in the evaluation of its effective duration and interest rate risk profile.
Securities with a carrying value totaling $2.9 billion at September 30, 2013 and $2.5 billion at December 31, 2012 were pledged to secure public funds, trust deposits, repurchase agreements and for other purposes, as required or permitted by law. At September 30, 2013 and December 31, 2012, the Company had no investments in obligations of individual states, counties, or municipalities which exceed 10% of consolidated shareholders’ equity.
The following tables provide information on the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses that are not deemed to be other-than-temporarily impaired, aggregated by investment security category and length of time that individual investment securities have been in a continuous unrealized loss position:


	At September 30, 2013
	Less Than Twelve Months						Twelve Months or Longer						Total
(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of		Fair			Unrealized
	Value			Losses			Value			Losses			Holdings		Value			Losses
Available for sale:
Agency CMOs	$	90,774		$	(1,255	)	$	9,935		$	(94	)	6		$	100,709		$	(1,349	)

Agency MBS	880,443			(29,177		)	106,834			(5,239		)	92		987,277			(34,416		)

CMBS	51,274			(1,032		)	—			—			6		51,274			(1,032		)

CLOs	217,355			(1,126		)	—			—			14		217,355			(1,126		)

Pooled trust preferred securities	—			—			29,964			(6,617		)	6		29,964			(6,617		)

Single issuer trust preferred securities	3,900			(252		)	39,402			(7,757		)	9		43,302			(8,009		)

Total available for sale in an unrealized loss position	$	1,243,746		$	(32,842	)	$	186,135		$	(19,707	)	133		$	1,429,881		$	(52,549	)

Held-to-maturity:
Agency CMOs	29,770			(492		)	—			—			2		29,770			(492		)

Agency MBS	1,008,677			(34,002		)	41,673			(1,830		)	72		1,050,350			(35,832		)

Municipal bonds and notes	33,263			(707		)	2,166			(36		)	38		35,429			(743		)

CMBS	77,145			(4,028		)	—			—			8		77,145			(4,028		)

Total held-to-maturity in an unrealized loss position	$	1,148,855		$	(39,229	)	$	43,839		$	(1,866	)	120		$	1,192,694		$	(41,095	)


Total investment securities in an unrealized loss position	$	2,392,601		$	(72,071	)	$	229,974		$	(21,573	)	253		$	2,622,575		$	(93,644	)




	At December 31, 2012
	Less Than Twelve Months						Twelve Months or Longer						Total
(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of		Fair			Unrealized
	Value			Losses			Value			Losses			Holdings		Value			Losses
Available for sale:
Agency CMOs	$	69,936		$	(92	)	$	—		$	—		4		$	69,936		$	(92	)

Agency MBS	275,818			(1,098		)	—			—			28		275,818			(1,098		)

CMBS	14,947			(17		)	20,909			(3,476		)	2		35,856			(3,493		)

CLOs	44,775			(225		)	—			—			2		44,775			(225		)

Pooled trust preferred securities	—			—			26,207			(19,811		)	8		26,207			(19,811		)

Single issuer trust preferred securities	—			—			44,415			(6,766		)	9		44,415			(6,766		)

Equity securities-financial institutions	144			(4		)	—			—			1		144			(4		)

Total available for sale in an unrealized loss position	$	405,620		$	(1,436	)	$	91,531		$	(30,053	)	54		$	497,151		$	(31,489	)

Held-to-maturity:
Agency CMOs	18,741			(8		)	—			—			1		18,741			(8		)

Agency MBS	161,057			(474		)	—			—			12		161,057			(474		)

Municipal bonds and notes	5,990			(51		)	2,858			(59		)	11		8,848			(110		)

Total held-to-maturity in an unrealized loss position	$	185,788		$	(533	)	$	2,858		$	(59	)	24		$	188,646		$	(592	)


Total investment securities in an unrealized loss position	$	591,408		$	(1,969	)	$	94,389		$	(30,112	)	78		$	685,797		$	(32,081	)

There were no additions to credit related OTTI for the three and nine months ended September 30, 2013 or 2012. To the extent that changes in interest rates, credit movements and other factors that influence the fair value of investments occur, the Company may be required to record impairment charges for OTTI in future periods.
The following discussion summarizes, by investment security type, the basis for evaluating if the applicable investment securities within the Company’s available for sale portfolio were other-than-temporarily impaired at September 30, 2013. Unless otherwise noted for an investment security type, management does not intend to sell these investments and has determined, based upon available evidence, that it is more likely than not that the Company will not be required to sell these securities before the recovery of its amortized cost.
Agency collateralized mortgage obligations (CMOs) – There were $1.3 million in unrealized losses in the Company’s investment in agency CMOs at September 30, 2013 compared to $92 thousand at December 31, 2012. The unrealized loss is attributed to an increase in market rates which resulted in lower prices in CMOs. The contractual cash flows for these investments are performing as expected and there has been no change in the underlying credit quality. As such, the Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Agency mortgage-backed securities (MBS) – There were $34.4 million in unrealized losses in the Company’s investment in residential mortgage-backed securities issued by government agencies at September 30, 2013, compared to $1.1 million at December 31, 2012. The increase in unrealized losses is due to the impact of higher interest rates on mortgage-backed securities which resulted in a decrease in price. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Commercial mortgage-backed securities (CMBS) – The unrealized losses on the Company’s investment in commercial mortgage-backed securities issued by entities other than government agencies decreased to $1.0 million at September 30, 2013, from $3.5 million at December 31, 2012. As of September 30, 2013, the unrealized loss is comprised of six positions with small unrealized losses as a result of widening credit spreads and rising interest rates. Internal and external metrics are considered when evaluating potential OTTI on credit sensitive instruments. Internal stress tests are performed on individual bonds to monitor potential loss in either base or high stress scenarios. In addition, market analytics are performed to validate internal results. Contractual cash flows for the bonds continue to perform as expected. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Collateralized loan obligations (CLO) – There were $1.1 million in unrealized losses in the Company’s investment in collateralized loan obligations at September 30, 2013, compared to $225 thousand at December 31, 2012. The increase in unrealized losses is due to wider bid/ask spreads in this market. These securities have been stress tested, and this unrealized loss does not signify any change in perceived credit quality. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Pooled trust preferred securities – The pooled trust preferred portfolio consists of collateralized debt obligations (“CDOs”) containing predominantly bank and insurance company collateral that are currently non-investment grade. At September 30, 2013, the fair value of the pooled trust preferred securities was $30.0 million, an increase of $3.8 million from $26.2 million at December 31, 2012. The unrealized losses in the Company's investment in pooled trust preferred securities were $6.6 million at September 30, 2013, a decrease of $13.2 million from $19.8 million at December 31, 2012. The decrease in unrealized losses was attributable to a tightening in credit spreads (6-month average used to discount cash flows), higher projected LIBOR rates and improved collateral performance. For the nine months ended September 30, 2013, the Company recognized no other-than-temporary impairment for these securities. An internal model is used to value the pooled trust preferred securities as similar rated holdings continue to reflect an inactive market. The Company employs an internal CDO model for projection of future cash flows and discounting those cash flows to a net present value. Each underlying issuer in the pools is rated internally using the latest financial data on each institution with future deferrals, defaults and losses estimated on the basis of continued stress in the financial markets. Further, all current and projected deferrals are not assumed to cure, and all current and projected defaults are assumed to have no recovery value. The resulting net cash flows are then discounted at current market levels for similar types of products that are actively trading. To determine potential OTTI due to credit losses, management compares the amortized cost to the present value of expected cash flows adjusted for deferrals and defaults using the discount margin at the time of purchase. Other factors considered include an analysis of excess subordination and temporary interest shortfall coverage. Based on the valuation analysis, the Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
The following table summarizes information that was also considered by management in its overall evaluation of the Pooled Trust Preferred Securities portfolio for OTTI in the current reporting period:


Deal Name	Class	Amortized			Gross			Fair			Lowest Credit	Total OTTI through September 30,			% of		Deferrals/
		Cost (1)			Unrealized			Value			Ratings as of	2013			Performing		Defaults
					Losses						September 30,				Bank/		(As a % of
											2013 (2)				Insurance		Current
															Issuers		Collateral)
(Dollars in thousands)
Security H	B	$	3,487		$	(533	)	$	2,954		B	$	(352	)	91.7	%	8	%

Security I	B	4,468			(716		)	3,752			CCC	(365		)	87.5	%	17.2	%

Security J	B	5,321			(1,067		)	4,254			CCC	(806		)	91.7	%	10.4	%

Security K	A	7,432			(1,107		)	6,325			CCC	(2,040		)	69.1	%	33.5	%

Security L	B	8,728			(1,449		)	7,279			CCC	(867		)	91.3	%	13.2	%

Security M	A	7,145			(1,745		)	5,400			D	(4,926		)	60.7	%	34.6	%

Pooled trust preferred securities		$	36,581		$	(6,617	)	$	29,964			$	(9,356	)

(1)For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.
(2)The Company utilized credit ratings provided by Moody’s, S&P and Fitch in its evaluation of issuers.
Single issuer trust preferred securities - At September 30, 2013, the fair value of the single issuer trust preferred portfolio was $43.3 million, a decrease of $1.1 million from the fair value of $44.4 million at December 31, 2012. The unrealized losses in the Company's investment in single issuer trust preferred securities were $8.0 million at September 30, 2013, an increase of $1.2 million from $6.8 million at December 31, 2012. The single issuer portfolio consists of five investments issued by three large capitalized money center financial institutions, which continue to service the debt and have shown improved capital levels in recent years and remain well above current regulatory capital standards. Based on the review of the qualitative and quantitative factors presented above, the Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
The following table summarizes the lowest credit rating information that was considered by management in evaluating the Single Issuer Trust Preferred Securities portfolio for OTTI in the current reporting period:


Deal Name	Amortized			Gross			Fair			Lowest Credit
	Cost			Unrealized			Value			Ratings as of
				Losses						September 30, 2013 (1)
(Dollars in thousands)
Security B	$	6,922		$	(922	)	$	6,000		BB

Security C	8,705			(1,280		)	7,425			BBB

Security D	9,547			(1,847		)	7,700			B

Security E	11,804			(1,387		)	10,417			BBB

Security F	14,333			(2,573		)	11,760			BBB

Single issuer trust preferred securities	$	51,311		$	(8,009	)	$	43,302

(1)The Company utilized credit ratings provided by Moody’s, S&P and Fitch in its evaluation of issuers.
Corporate debt securities – There were no unrealized losses on the Company’s investment in corporate debt securities at September 30, 2013 or December 31, 2012.
Equity securities - financial institutions – There were no unrealized losses on the Company’s investment in equity securities at September 30, 2013, compared to $4 thousand at December 31, 2012. This portfolio consists primarily of investments in the common stock of small capitalization financial institutions based in New England. When estimating the recovery period for equity securities in an unrealized loss position, management utilizes analyst forecasts, earnings assumptions and other company-specific financial performance metrics. In addition, this assessment incorporates general market data, industry and sector cycles and related trends to determine a reasonable recovery period. The Company evaluated the near-term prospects of the issuers in relation to the severity and duration of the impairment. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
The following discussion summarizes, by investment security type, the basis for the conclusion that the applicable investment securities within the Company’s held-to-maturity portfolio were not other-than-temporarily impaired at September 30, 2013. Unless otherwise noted under an investment security type, management does not intend to sell these investments and has determined, based upon available evidence, that it is more likely than not that the Company will not be required to sell these securities before the recovery of its amortized cost. There were no significant credit downgrades on held-to-maturity securities during the nine months ended September 30, 2013.
Agency CMOs – There were unrealized losses of $492 thousand on the Company’s investment in agency CMOs at September 30, 2013, compared to $8 thousand at December 31, 2012. This is due to an increase in market rates which resulted in lower prices. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Agency mortgage-backed securities – There were unrealized losses on the Company’s investment in residential mortgage-backed securities issued by government agencies of $35.8 million at September 30, 2013, compared to $0.5 million at December 31, 2012. The increase was primarily due to the impact of higher interest rates on lower coupon mortgages. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Municipal bonds and notes – There were unrealized losses of $743 thousand on the Company’s investment in municipal bonds and notes at September 30, 2013 compared to $110 thousand at December 31, 2012. This increase is primarily the result of both wider credit spreads as well as higher benchmark interest rates. The municipal portfolio is primarily comprised of bank qualified bonds, over 93.9% with credit ratings of A or better. These ratings do not consider prefunded municipal holdings to be rated AA. If this were the case, the percentage of holdings rated A or better would be 95.8%. In addition, the portfolio is comprised of 85.0% general obligation bonds, 14.5% revenue bonds and 0.5% other bonds. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
CMBS – There were unrealized losses of $4.0 million on the Company’s investment in commercial mortgage-backed securities issued by entities other than government agencies at September 30, 2013 compared to no unrealized losses at December 31, 2012. As of September 30, 2013, the unrealized loss is comprised of eight positions that have unrealized losses as a result of widening credit spreads and rising interest rates. These securities are currently performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
Private Label MBS - There were no unrealized losses on the Company's investment in residential mortgage-backed securities issued by entities other than government agencies at September 30, 2013 or December 31, 2012. The Company does not consider these securities to be other-than-temporarily impaired at September 30, 2013.
The following table summarizes the proceeds and realized gains recognized from the sale of available for sale securities:


	Three months ended September 30,														Nine months ended September 30,
	2013							2012							2013							2012
(In thousands)	Proceeds			Gains				Proceeds			Gains				Proceeds			Gains				Proceeds		Gains
Available for sale:
Agency CMOs	$	—		$	—			$	16,353		$	4			$	—		$	—			$	44,851	$	897

Agency MBS	—			—				86,015			806				11,771			106				86,015		806

CMBS	—			—				—			—				24,750			333				16,284		1,235

Pooled trust preferred securities	7,740			269				—			—				7,740			269				—		—

Equity securities - financial institutions	—			—				—			—				—			—				1,073		409

Available for sale securities	$	7,740		$	269			$	102,368		$	810			$	44,261		$	708			$	148,223	$	3,347

There were no realized losses or OTTI recognized from the sale of available for sale securities for the periods presented above.
Alternative Investments - In addition to investment securities, the Company has investments in certain non-public funds, which include private equity funds, SBIC equity funds and preferred share ownership in other equity ventures. These alternative investments, which totaled $19.0 million at September 30, 2013 and $19.5 million at December 31, 2012, are included in other assets in the accompanying Condensed Consolidated Balance Sheets. The majority are held at cost, while some are carried at net asset value, which due to the illiquidity of these funds are classified in Level 3 of the fair value hierarchy. See a further discussion of fair value in Note 14 - Fair Value Measurements. The Company recognized losses of $70 thousand and $354 thousand for the three and nine months ended September 30, 2013, respectively, and losses of $518 thousand and $775 thousand for the three and nine months ended September 30, 2012, respectively. These amounts are included in other non-interest income in the accompanying Condensed Consolidated Statements of Income.

Loans_and_Leases

Loans and Leases	9 Months Ended
	Sep. 30, 2013
Loans and Leases Receivable Disclosure [Abstract]	'
Loans and Leases	'
	Loans and Leases
	Recorded Investment in Loans and Leases. The following tables summarize the recorded investment by portfolio segment:


		At September 30, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total 2
											Real Estate 1			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	143,534		$	52,907		$	62,190		$	138,333		$	292		$	397,256

	Collectively evaluated for impairment	3,217,268			2,487,122			3,134,197			2,853,099			425,535			12,117,221

	Recorded investment in loans and leases	3,360,802			2,540,029			3,196,387			2,991,432			425,827			12,514,477

	Less: Accrued interest	10,225			7,730			10,988			7,569			—			36,512

	Loans and leases	$	3,350,577		$	2,532,299		$	3,185,399		$	2,983,863		$	425,827		$	12,477,965




		At December 31, 2012
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total 2
											Real Estate 1			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	146,944		$	54,793		$	69,426		$	154,978		$	1,980		$	428,121

	Collectively evaluated for impairment	3,155,051			2,584,169			2,843,760			2,635,624			417,331			11,635,935

	Recorded investment in loans and leases	3,301,995			2,638,962			2,913,186			2,790,602			419,311			12,064,056

	Less: Accrued interest	10,271			8,095			9,453			7,541			—			35,360

	Loans and leases	$	3,291,724		$	2,630,867		$	2,903,733		$	2,783,061		$	419,311		$	12,028,696



	-1	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both September 30, 2013 and December 31, 2012.

	-2	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at September 30, 2013 and December 31, 2012, respectively.
	At September 30, 2013, the Company had pledged $4.9 billion of eligible loan collateral to support available borrowing capacity at the Federal Home Loan Bank of Boston ("FHLB") and the Federal Reserve Bank of Boston.

	Loans and Leases Portfolio Aging. The following tables summarize the recorded investment of the Company’s loans and leases portfolio aging by class:


		At September 30, 2013
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family	$	12,259		$	8,851		$	—		$	85,879		$	106,989		$	3,210,931		$	3,317,920

	Construction	—			—			—			390			390			42,492			42,882

	Consumer:
	Home equity loans	10,407			5,318			—			45,504			61,229			2,312,883			2,374,112

	Liquidating portfolio-home equity loans	1,707			1,089			—			6,554			9,350			100,537			109,887

	Other consumer	434			81			—			180			695			55,335			56,030

	Commercial:
	Commercial non-mortgage	2,406			622			4,239			17,453			24,720			2,557,866			2,582,586

Asset-based loans	—			—			—			—			—			613,801			613,801

Commercial real estate:
Commercial real estate	552			—			625			15,883			17,060			2,788,443			2,805,503

Commercial construction	—			—			—			49			49			161,252			161,301

Residential development	—			—			—			4,317			4,317			20,311			24,628

Equipment financing	422			33			—			1,669			2,124			423,703			425,827

Total	$	28,187		$	15,994		$	4,864		$	177,878		$	226,923		$	12,287,554		$	12,514,477



	At December 31, 2012
(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
	Past Due and			Past Due and			and Accruing												and Leases
	Accruing			Accruing
Residential:
1-4 family	$	16,955		$	8,250		$	—		$	94,853		$	120,058		$	3,142,220		$	3,262,278

Construction	—			360			—			823			1,183			38,535			39,718

Consumer:
Home equity loans	17,745			6,993			—			49,516			74,254			2,396,944			2,471,198

Liquidating portfolio-home equity loans	2,063			1,626			—			8,200			11,889			111,760			123,649

Other consumer	338			195			—			135			668			43,446			44,114

Commercial:
Commercial non-mortgage	2,248			552			347			17,547			20,694			2,386,775			2,407,469

Asset-based loans	—			—			—			—			—			505,717			505,717

Commercial real estate:
Commercial real estate	1,081			13,784			910			15,658			31,433			2,617,213			2,648,646

Commercial construction	—			—			—			49			49			114,097			114,146

Residential development	—			—			—			5,044			5,044			22,766			27,810

Equipment financing	1,593			333			—			3,325			5,251			414,060			419,311

Total	$	42,023		$	32,093		$	1,257		$	195,150		$	270,523		$	11,793,533		$	12,064,056

Interest on non-accrual loans and leases that would have been recorded as additional interest income for the three and nine months ended September 30, 2013 and 2012, had the loans and leases been current in accordance with their original terms, totaled $3.5 million and $10.9 million and $4.7 million and $10.6 million, respectively.

Allowance for Loan and Lease Losses. The following tables summarize the ALLL by portfolio segment:


	Three months ended September 30, 2013
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442

Provision (benefit) charged to expense	1,075			(1,732		)	3,783			6,046			(672		)	—			8,500

Losses charged off	(3,800		)	(5,827		)	(3,245		)	(4,069		)	(10		)	—			(16,951		)

Recoveries	152			1,188			426			105			683			—			2,554

Balance, end of period	$	24,303		$	43,288		$	44,811		$	30,539		$	3,604		$	11,000		$	157,545

Ending balance: individually evaluated for impairment	$	13,003		$	3,281		$	1,630		$	5,397		$	—		$	—		$	23,311

Ending balance: collectively evaluated for impairment	$	11,300		$	40,007		$	43,181		$	25,142		$	3,604		$	11,000		$	134,234




	Three months ended September 30, 2012
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	32,063		$	62,237		$	48,768		$	36,506		$	5,433		$	13,750		$	198,757

Provision (benefit) charged to expense	1,110			9,740			2,944			(4,315		)	(3,479		)	(1,000		)	5,000

Losses charged off	(3,262		)	(9,234		)	(8,642		)	(2,655		)	(187		)	—			(23,980		)

Recoveries	353			1,249			1,297			302			3,111			—			6,312

Balance, end of period	$	30,264		$	63,992		$	44,367		$	29,838		$	4,878		$	12,750		$	186,089

Ending balance: individually evaluated for impairment	$	15,420		$	7,795		$	4,552		$	3,153		$	3		$	—		$	30,923

Ending balance: collectively evaluated for impairment	$	14,844		$	56,197		$	39,815		$	26,685		$	4,875		$	12,750		$	155,166




	Nine months ended September 30, 2013
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	29,474		$	54,254		$	46,566		$	30,834		$	4,001		$	12,000		$	177,129

Provision (benefit) charged to expense	2,835			7,328			8,902			9,146			(2,711		)	(1,000		)	24,500

Losses charged off	(8,848		)	(23,565		)	(13,740		)	(10,339		)	(101		)	—			(56,593		)

Recoveries	842			5,271			3,083			898			2,415			—			12,509

Balance, end of period	$	24,303		$	43,288		$	44,811		$	30,539		$	3,604		$	11,000		$	157,545

Ending balance: individually evaluated for impairment	$	13,003		$	3,281		$	1,630		$	5,397		$	—		$	—		$	23,311

Ending balance: collectively evaluated for impairment	$	11,300		$	40,007		$	43,181		$	25,142		$	3,604		$	11,000		$	134,234



	Nine months ended September 30, 2012
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	34,565		$	67,785		$	60,681		$	45,013		$	8,943		$	16,500		$	233,487

Provision (benefit) charged to expense	5,398			20,836			8,223			(7,054		)	(9,653		)	(3,750		)	14,000

Losses charged off	(10,329		)	(30,634		)	(29,312		)	(9,569		)	(986		)	—			(80,830		)

Recoveries	630			6,005			4,775			1,448			6,574			—			19,432

Balance, end of period	$	30,264		$	63,992		$	44,367		$	29,838		$	4,878		$	12,750		$	186,089

Ending balance: individually evaluated for impairment	$	15,420		$	7,795		$	4,552		$	3,153		$	3		$	—		$	30,923

Ending balance: collectively evaluated for impairment	$	14,844		$	56,197		$	39,815		$	26,685		$	4,875		$	12,750		$	155,166

Impaired Loans and Leases. The following tables summarize impaired loans and leases by class:


	At September 30, 2013
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	159,412		$	143,530		$	23,544		$	119,986		$	13,003

Construction	446			4			1			3			—

Consumer:
Home equity loans	55,398			46,169			23,903			22,266			2,752

Liquidating portfolio-home equity loans	9,092			6,738			3,819			2,919			529

Commercial:
Commercial non-mortgage	67,907			62,190			21,960			40,230			1,630

Commercial real estate:
Commercial real estate	116,349			111,421			54,512			56,909			5,361

Commercial construction	—			—			—			—			—

Residential development	13,717			12,689			12,413			276			36

Equipment financing	331			292			292			—			—

Totals:
Residential	159,858			143,534			23,545			119,989			13,003

Consumer	64,490			52,907			27,722			25,185			3,281

Commercial	67,907			62,190			21,960			40,230			1,630

Commercial real estate	130,066			124,110			66,925			57,185			5,397

Equipment financing	331			292			292			—			—

Total	$	422,652		$	383,033		$	140,444		$	242,589		$	23,311




	At December 31, 2012
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	160,490		$	146,683		$	24,267		$	122,416		$	14,726

Construction	446			261			156			105			5

Consumer:
Home equity loans	56,815			47,755			23,967			23,788			2,960

Liquidating portfolio-home equity loans	11,788			7,038			3,663			3,375			651

Commercial:
Commercial non-mortgage	90,627			69,426			21,942			47,484			6,423

Commercial real estate:
Commercial real estate	123,861			121,193			65,212			55,981			2,572

Commercial construction	7,177			7,185			7,185			—			—

Residential development	13,444			12,771			5,029			7,742			111

Equipment financing	2,357			1,980			1,781			199			1

Totals:
Residential	160,936			146,944			24,423			122,521			14,731

Consumer	68,603			54,793			27,630			27,163			3,611

Commercial	90,627			69,426			21,942			47,484			6,423

Commercial real estate	144,482			141,149			77,426			63,723			2,683

Equipment financing	2,357			1,980			1,781			199			1

Total	$	467,005		$	414,292		$	153,202		$	261,090		$	27,449

The following table summarizes the average recorded investment and interest income recognized by class of impaired loans and leases:


	30-Sep-13			Three months ended September 30, 2013			Nine months ended September 30, 2013				30-Sep-12			Three months ended September 30, 2012			Nine months ended September 30, 2012
(In thousands)	Average			Total			Total				Average			Total			Total
	Recorded			Interest			Interest				Recorded			Interest			Interest
	Investment			Income			Income				Investment			Income			Income
Residential:
1-4 family	$	145,107		$	1,533		$	4,570			$	141,749		$	1,485		$	4,236

Construction	133			2			4				197			2			4

Consumer:
Home equity loans	46,962			551			1,700				41,724			633			1,336

Liquidating portfolio-home equity loans	6,888			112			349				7,721			132			263

Other consumer	—			—			—				4			—			—

Commercial:
Commercial non-mortgage	65,808			794			2,187				93,090			830			3,035

Asset-based loans	—			—			—				986			—			—

Commercial real estate:
Commercial real estate	116,307			1,109			3,675				170,213			1,479			3,921

Commercial construction	3,593			62			196				7,307			70			216

Residential development	12,730			99			286				14,083			83			254

Equipment financing	1,136			6			19				2,207			13			36

Totals:
Residential	145,240			1,535			4,574				141,946			1,487			4,240

Consumer	53,850			663			2,049				49,449			765			1,599

Commercial	65,808			794			2,187				94,076			830			3,035

Commercial real estate	132,630			1,270			4,157				191,603			1,632			4,391

Equipment financing	1,136			6			19				2,207			13			36

Total	$	398,664		$	4,268		$	12,986			$	479,281		$	4,727		$	13,301

Of the total interest income recognized for the residential and consumer portfolios, $0.9 million and $2.8 million and $0.3 million and $1.0 million of interest income was recognized on a cash basis method of accounting for the three and nine months ended September 30, 2013 and 2012, respectively.
Credit Risk Management. The Company has certain credit policies and procedures in place designed to maximize loan income within an acceptable level of risk. Management reviews and approves these policies and procedures on a regular basis and reviews reports related to loan production, loan quality, concentration of credit, loan delinquencies, and non-performing and potential problem loans.
Commercial and industrial loans are underwritten after evaluating and understanding the borrower’s ability to operate profitably and prudently expand its business. Underwriting standards are designed to promote relationships rather than transactional banking. Once it is determined that the borrower’s management possesses sound ethics and solid business acumen, the Company’s management examines current and projected cash flows to determine the ability of the borrower to repay obligations as agreed. Commercial and industrial loans are primarily made based on the identified cash flows of the borrower and secondarily on the underlying collateral provided by the borrower. Most commercial and industrial loans are secured by the assets being financed and may incorporate a personal guarantee; however, some loans may be made on an unsecured basis. The cash flows of borrowers, however, may not be as expected and the collateral securing these loans may fluctuate in value.
Commercial real estate loans are subject to underwriting standards and processes similar to commercial and industrial loans, in addition to those specific to real estate loans. These loans are viewed primarily as cash flow loans and secondarily as loans secured by real estate. Repayment of these loans is largely dependent on the successful operation of the property securing the loan, the market in which the property is located and the tenants that conduct business at the property securing the loan. Commercial real estate loans may be adversely affected by conditions in the real estate markets or in the general economy. The properties securing the Company’s commercial real estate portfolio are diverse in terms of type and geographic location, which help reduce the Company's exposure to adverse economic events that may affect any single market or industry. Management monitors and evaluates commercial real estate loans based on collateral, geography and risk grade criteria. The Company also utilizes third-party experts to provide insight and guidance about economic conditions and trends affecting its loan portfolio.
Construction loans on commercial properties have unique risk characteristics and are provided to experienced developers/sponsors with strong track records of successful completion and sound financial condition and are underwritten utilizing feasibility studies, independent appraisal reviews, sensitivity analysis of absorption and lease rates, and financial analysis of the developers and property owners. Construction loans are generally based upon estimates of costs and value associated with the complete project. These estimates may be subject to change as the construction project proceeds. Sources of repayment for these types of loans may be pre-committed permanent loans from approved long-term lenders, sales of developed property, or interim loan commitments from the Company until permanent financing is obtained. These loans are closely monitored by on-site inspections by third-party professionals and internal staff.
To monitor and manage consumer loan risk, policies and procedures are developed and modified, as needed, jointly by line and Risk Management personnel. Policies and procedures, coupled with relatively small loan amounts, and predominately collateralized structures spread across many individual borrowers, minimize risk. Trend and outlook reports are reviewed by management on a regular basis. Underwriting factors for mortgage and home equity loans include the borrower’s FICO score, the loan amount relative to property value and the borrower’s debt to income level and are also influenced by regulatory requirements.
Credit Quality Indicators. To measure credit risk for the commercial, commercial real estate and equipment financing portfolios, the Company employs a dual grade credit risk grading system for estimating the probability of borrower default and the loss given default. A credit risk grade system assigns a rating to each borrower and to the facility, which together form a Composite Credit Risk Profile (“CCRP”). The credit risk grading system categorizes borrowers by common financial characteristics that measure the credit strength of borrowers and facilities by common structural characteristics. The CCRP has ten grades, with each grade corresponding to a progressively greater risk of default. Grades 1 through 6 are considered pass ratings, and 7 through 10 are criticized as defined by the regulatory agencies. Rating model assumptions are actively reviewed and tested against industry data and actual experience. Risk ratings are assigned to differentiate risk within the portfolio, are reviewed on an ongoing basis and revised to reflect changes in the borrowers’ current financial positions and outlook, risk profiles, and the related collateral and structural positions. Loan officers review updated financial information on at least an annual basis for all pass rated loans to assess the accuracy of the risk grade. All criticized loans undergo frequent review and enhanced monitoring of the underlying borrowers.
A “Special Mention” (7) credit has the potential weakness that, if left uncorrected, may result in deterioration of the repayment prospects for the asset. “Substandard” (8) assets have a well defined weakness that jeopardizes the full repayment of the debt. An asset rated “Doubtful” (9) has all the same weaknesses as substandard credit with the added characteristic that the weakness makes collection or liquidation in full, given current facts, conditions, and values, improbable. Assets classified as “Loss” (10) in accordance with regulatory guidelines are considered uncollectible and charged off.
The recorded investment in commercial and commercial real estate loans and equipment financing leases segregated by risk rating exposure is as follows:


(In thousands)	Commercial								Commercial Real Estate								Equipment Financing
	At September 30,				At December 31,				At September 30,				At December 31,				At September 30,				At December 31,
	2013				2012				2013				2012				2013				2012
(1) - (6) Pass	$	2,990,708			$	2,701,061			$	2,865,921			$	2,588,987			$	403,943			$	381,304

(7) Special Mention	74,439				43,856				9,535				56,023				7,466				12,893

(8) Substandard	130,301				167,485				115,434				143,904				14,418				25,114

(9) Doubtful	939				784				542				1,688				—				—

(10) Loss	—				—				—				—				—				—

Total	$	3,196,387			$	2,913,186			$	2,991,432			$	2,790,602			$	425,827			$	419,311

For residential and consumer loans, the Company considers factors such as updated FICO scores, employment status, home prices, loan to value, geography, loans discharged in bankruptcy, and the status of first lien position loans on second lien position loans as credit quality indicators. On an ongoing basis for portfolio monitoring purposes, the Company estimates the current value of property secured as collateral for both home equity and residential first mortgage lending products. The estimate is based on home price indices compiled by the S&P/Case-Shiller Home Price Indices. The Case-Shiller data indicates trends for Metropolitan Statistical Areas. The trend data is applied to the loan portfolios taking into account the age of the most recent valuation and geographic area.
Troubled Debt Restructurings. The following table summarizes the information for the Company’s TDRs:


(Dollars in thousands)	At September 30,				At December 31,
	2013				2012
Recorded investment of TDRs:
Accrual status	$	260,786			$	288,578

Non-accrual status	110,888				115,583

Total recorded investment of TDRs	$	371,674			$	404,161

Accruing TDRs performing under modified terms more than one year	60.1		%		60.2		%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	23,153			$	27,317

Additional funds committed to borrowers in TDR status (1)	8,171				3,263



-1	This amount may be limited by contractual rights and/or the underlying collateral supporting the loan or lease.
For the three and nine months ended September 30, 2013 and 2012, Webster charged off $3.2 million and $17.3 million and $10.2 million and $33.8 million, respectively, for the portion of TDRs deemed to be uncollectible.
The following tables provide information on loans and leases modified as TDRs in the period:


	Three months ended September 30,
	2013											2012
(Dollars in thousands)	Number of		Pre-			Post-			Post-			Number of		Pre-			Post-			Post-
	Loans and		Modification			Modification			Modification			Loans and		Modification			Modification			Modification
	Leases		Recorded			Recorded			Coupon			Leases		Recorded			Recorded			Coupon
			Investment			Investment			Rate					Investment			Investment			Rate
Residential:
1-4 family	24		$	4,872		$	4,872		4.5	%		120		$	17,441		$	17,441		4.7	%

Construction	—		—			—			—			1		159			159			6.4

Consumer:
Home equity loans	31		1,058			1,058			5.2			459		23,277			23,277			5.1

Liquidating portfolio-home equity loans	10		223			223			5.6			108		5,542			5,542			5.5

Commercial:
Commercial non-mortgage	14		4,921			4,921			5.4			8		4,786			4,786			3.1

Commercial real estate:
Commercial real estate	2		340			340			5.6			4		21,507			21,507			2.2

Residential development	—		—			—			—			—		—			—			—

Equipment financing	—		—			—			—			1		248			248			6.1

Total TDRs	81		$	11,414		$	11,414		5	%		701		$	72,960		$	72,960		4.1	%




	Nine months ended September 30,
	2013											2012
(Dollars in thousands)	Number of		Pre-			Post-			Post-			Number of		Pre-			Post-			Post-
	Loans and		Modification			Modification			Modification			Loans and		Modification			Modification			Modification
	Leases		Recorded			Recorded			Coupon			Leases		Recorded			Recorded			Coupon
			Investment			Investment			Rate					Investment			Investment			Rate
Residential:
1-4 family	96		$	19,130		$	19,130		4	%		170		$	26,269		$	26,269		4.4	%

Construction	—		—			—			—			2		263			263			6.6

Consumer:
Home equity loans	96		5,036			5,036			4.4			486		25,549			25,549			5

Liquidating portfolio-home equity loans	19		657			657			5.2			112		5,577			5,577			5.6

Commercial:
Commercial non-mortgage	24		13,109			13,109			6.5			33		21,772			21,772			6.3

Commercial real estate:
Commercial real estate	5		12,053			12,053			2.8			7		23,919			23,919			2.5

Residential development	2		189			189			5			—		—			—			—

Equipment financing	—		—			—			—			8		590			590			6.7

Total TDRs	242		$	50,174		$	50,174		4.4	%		818		$	103,939		$	103,939		4.6	%

TDR loans may be modified by means of extended maturity, below market adjusted interest rates, a combination of rate and maturity, or by other means including covenant modifications, or other concessions. The following tables provide information on how loans and leases were modified as TDRs in the period:


	Three months ended September 30,
	2013																2012
(In thousands)	Extended			Adjusted			Combination			Other (1)			Total				Extended			Adjusted			Combination		Other (1)		Total
	Maturity			Interest			of Rate and										Maturity			Interest			of Rate and
				Rates			Maturity													Rates			Maturity
Residential:
1-4 family	$	1,898		$	654		$	1,142		$	1,178		$	4,872			$	604		$	—		$	2,131	$	14,706	$	17,441

Construction	—			—			—			—			—				—			—			—		159		159

Consumer:
Home equity loans	213			—			157			688			1,058				38			117			448		22,674		23,277

Liquidating portfolio-home equity loans	93			—			7			123			223				—			—			—		5,542		5,542

Commercial:
Commercial non-mortgage	—			—			353			4,568			4,921				—			—			737		4,049		4,786

Commercial real estate:
Commercial real estate	—			—			340			—			340				—			—			—		21,507		21,507

Residential development	—			—			—			—			—				—			—			—		—		—

Equipment financing	—			—			—			—			—				—			—			248		—		248

Total TDRs	$	2,204		$	654		$	1,999		$	6,557		$	11,414			$	642		$	117		$	3,564	$	68,637	$	72,960




	Nine months ended September 30,
	2013																2012
(In thousands)	Extended			Adjusted			Combination			Other (1)			Total				Extended			Adjusted			Combination		Other (1)		Total
	Maturity			Interest			of Rate and										Maturity			Interest			of Rate and
				Rates			Maturity													Rates			Maturity
Residential:
1-4 family	$	4,418		$	1,888		$	7,213		$	5,611		$	19,130			$	1,634		$	1,006		$	5,695	$	17,934	$	26,269

Construction	—			—			—			—			—				—			—			104		159		263

Consumer:
Home equity loans	788			154			1,374			2,720			5,036				993			224			1,335		22,997		25,549

Liquidating portfolio-home equity loans	173			—			7			477			657				35			—			—		5,542		5,577

Commercial:
Commercial non-mortgage	7,520			—			982			4,607			13,109				314			—			1,023		20,435		21,772

Commercial real estate:
Commercial real estate	38			—			12,015			—			12,053				2,068			—			245		21,606		23,919

Residential development	189			—			—			—			189				—			—			—		—		—

Equipment financing	—			—			—			—			—				142			—			288		160		590

Total TDRs	$	13,126		$	2,042		$	21,591		$	13,415		$	50,174			$	5,186		$	1,230		$	8,690	$	88,833	$	103,939


-1	Includes covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, and/or other concessions.
The Company’s loan and lease portfolio at September 30, 2013 included eleven loans with an A Note/B Note structure, with a combined recorded investment of $37.4 million. The loans were restructured into A Note/B Note structures as a result of evaluating the cash flow of the borrowers to support repayment. Webster immediately charged off the balance of B Notes totaling $17.3 million. TDR classification has been removed from two A Notes with the combined recorded investment of $13.5 million, as the borrowers passed the minimum compliance with the modified terms requirements. The restructuring agreement specifies a market interest rate equal to that which would be provided to a borrower with similar credit at the time of restructuring. The A Notes are paying under the terms of the modified loan agreements. Of the eleven A Notes, eight are on accrual status as the borrowers are paying under the terms of the loan agreements prior to and subsequent to the modification. The remaining A Notes are on non-accrual status due to the continuing financial difficulties of the borrower.
The following tables provide information on loans and leases modified as TDRs within the previous 12 months and for which there was a payment default during the periods presented:


	Three months ended September 30,
	2013					2012
(Dollars in thousands)	Number of	Recorded				Number of	Recorded
	Loans and	Investment				Loans and	Investment
	Leases					Leases
Residential:
1-4 family	8	$	1,116			—	$	—

Consumer:
Home equity loans	2	51				—	—

Liquidating portfolio-home equity loans	1	2				3	93

Commercial:
Commercial non-mortgage	1	500				—	—

Commercial real estate:
Commercial real estate	—	—				—	—

Total	12	$	1,669			3	$	93




	Nine months ended September 30,
	2013					2012
(Dollars in thousands)	Number of	Recorded				Number of	Recorded
	Loans and	Investment				Loans and	Investment
	Leases					Leases
Residential:
1-4 family	12	$	1,814			1	$	406

Consumer:
Home equity loans	6	341				3	554

Liquidating portfolio-home equity loans	1	2				3	93

Commercial:
Commercial non-mortgage	1	500				—	—

Commercial real estate:
Commercial real estate	—	—				—	—

Total	20	$	2,657			7	$	1,053


The recorded investment in commercial, commercial real estate and equipment financing TDRs segregated by risk rating exposure is as follows:


(In thousands)	At September 30,				At December 31,
	2013				2012
(1) - (6) Pass	$	56,456			$	56,661

(7) Special Mention	—				—

(8) Substandard	118,353				143,903

(9) Doubtful	423				1,860

(10) Loss	—				—

Total	$	175,232			$	202,424

Transfers_of_Financial_Assets_

Transfers of Financial Assets and Mortgage Servicing Assets	9 Months Ended
	Sep. 30, 2013
Transfers and Servicing [Abstract]	'
Transfers of Financial Assets and Mortgage Servicing Assets	'
	Transfers of Financial Assets and Mortgage Servicing Assets
	Transfers of Financial Assets
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loan sales primarily to government-sponsored enterprises through established programs, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with the accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. For loans sold under participation agreements, the Company also considers the terms of the loan participation agreement and whether they meet the definition of a participating interest, and thus, qualify for derecognition.
	With the exception of servicing rights and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and limited to market customary representations and warranties, for which the Company enters into agreements covering certain characteristics of the mortgage loans sold and its origination process. The Company may be required to repurchase a loan in the event of certain breaches of these representations and warranties or in the event of default of the borrower within 90 days of origination. The reserve for loan repurchases provides for estimated losses associated with the repurchase of loans sold in connection with the Company’s mortgage banking operations. The reserve reflects management’s continual evaluation of loss experience and the quality of loan originations. It also reflects management’s expectation of losses from repurchase requests for which management has not yet been notified. Factors considered in the evaluation process for establishing the reserves include the identity of counterparty, the vintage of the loans sold, the amount of open repurchase requests, specific loss estimates for each open request, current level of loan losses in similar vintages held in the residential loan portfolio, and estimated recoveries on the underlying collateral. While management uses its best judgment and information available, the adequacy of this reserve is dependent upon factors outside the Company’s control including the performance of loans sold and the quality of the servicing provided by the acquirer. The provision recorded at the time of loan sale is netted from mortgage banking activities, while any incremental provision, post loan sale, is recorded in other non-interest expense in the accompanying Condensed Consolidated Statements of Income. The gain or loss on sale depends on the previous carrying amount of the transferred financial assets, the consideration received, and any liabilities incurred in exchange for the transferred assets.
	The following table provides detail of activity in the Company’s reserve for loan repurchases:


		Three months ended September 30,						Nine months ended September 30,
	(In thousands)	2013			2012			2013			2012
	Beginning balance	$	2,648		$	2,394		$	2,617		$	2,269

	Provision	447			522			1,462			1,103

	Loss on repurchased loans and settlements	(586		)	(312		)	(1,570		)	(768		)
	Ending balance	$	2,509		$	2,604		$	2,509		$	2,604

	The Company sold residential loans totaling $199.2 million and $643.6 million for the three and nine months ended September 30, 2013, respectively, and $211.9 million and $510.8 million for the three and nine months ended September 30, 2012, respectively. Servicing rights were retained on $192.3 million and $622.6 million and on $206.3 million and $497.6 million of the residential loans sold for the three and nine months ended September 30, 2013 and 2012, respectively. In addition, the Company sold commercial loans totaling $13.0 million for the nine months ended September 30, 2013, and $1.0 million and $4.7 million for the three and nine months ended September 30, 2012.
	The net gain on the sale of residential loans of $0.7 million and $13.9 million and $6.2 million and $14.2 million for the three and nine months ended September 30, 2013 and 2012, respectively, and commercial loan sale losses of $315 thousand for the nine months ended September 30, 2013, and gains of $275 thousand and $308 thousand for the three and nine months ended September 30, 2012, respectively, are included as mortgage banking activities in the accompanying Condensed Consolidated Statements of Income.
	Mortgage Servicing Assets
	The Company has retained servicing rights on consumer loans totaling $2.3 billion at September 30, 2013 and $2.1 billion at December 31, 2012, resulting in mortgage servicing assets of $20.6 million at September 30, 2013 and $14.0 million at December 31, 2012, which are carried at the lower of cost or fair value. See Note 14 - Fair Value Measurements for a further discussion on the fair value of mortgage servicing assets.
	Loan servicing fees, net of mortgage servicing rights amortization, were $0.4 million and $2.5 million and $0.4 million and $1.6 million for the three and nine months ended September 30, 2013 and 2012, respectively, and are included as a component of loan related fees in the accompanying Condensed Consolidated Statements of Income.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and Other Intangible Assets	'
	Goodwill and Other Intangible Assets
	As further discussed in Note 17 - Business Segments, the Company reorganized its management reporting structure during the first quarter 2013 and, accordingly, its segment reporting structure and goodwill reporting units. In connection with the reorganization, management reallocated goodwill to the new reporting unit using a relative fair value approach, resulting in amounts detailed as follows:
	The following tables present the carrying value allocated to the business segments for goodwill and other intangible assets, net of accumulated amortization:


		At September 30, 2013
	(In thousands)	Goodwill		Core Deposits
	Business Segments/reporting units

	Consumer Deposits a	$	377,605	$	6,544

	Small Business Banking a	138,955		—

	Community Banking	516,560		6,544

	Other (HSA Bank)	13,327		—

	Total	$	529,887	$	6,544

	a) These reporting units are included in the Community Banking segment for financial reporting purposes.



		At December 31, 2012
	(In thousands)	Goodwill		Core Deposits
	Business Segments
	Retail Banking	$	516,560	$	10,270

	Other (HSA Bank)	13,327		—

	Total	$	529,887	$	10,270


	Webster uses a valuation methodology that addresses market concerns, Basel III, and fully allocates capital. Capital allocation for segment reporting is based on regulatory targets aimed at risk-weighted assets, tangible assets and deposits. Actual regulatory targets are applied to each of the asset bases and an implied target is used for deposits. The methodology creates two asset bases, risk-weighted assets and tangible assets, as well as a deposit base, intangibles and management assessment.

	Webster tests its goodwill for impairment annually as of August 31 (the “Measurement Date”). In performing Step 1 of the goodwill impairment testing and measurement process, the Company primarily relied on the income approach to arrive at an indicated range of fair value for the reporting units, which was then corroborated with the market approach comparable company method and the market capitalization reconciliation. The income approach consists of discounting projected long-term future cash flows, which are derived from internal forecasts and economic expectations for the respective reporting units. The internal forecasts are developed for each reporting unit by considering several key business drivers such as new business initiatives, market share changes, anticipated loan and deposit growth, forward interest rates, historical performance, and industry and economic trends, among other considerations.
	The projected future cash flows are discounted using estimated rates based on the Capital Asset Pricing Model, which considers the risk-free interest rate, market risk premium, beta, and unsystematic risk and size premium adjustments specific to the reporting unit. In this analysis, the discount rates ranged from 10.1% to 13.0%. The long-term growth rate used in determining the terminal value of the reporting units cash flows was estimated at 4.0% and is based on management's assessment of the minimum expected terminal growth rate of each reporting unit as well as broader economic considerations. There was no impairment indicated as a result of the Step 1 test performed at August 31, 2013, as the fair value of the Consumer deposits, Small Business Banking, and Other reporting units exceeded carrying value by 52.5%, 18.1%, and 257.8%, respectively.

	The gross carrying value and accumulated amortization of other intangible assets allocated to the business segments are as follows:


		At September 30, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount
	Core deposits:
	Community Banking/Consumer Deposits a	$	49,420	$	(42,876	)	$	6,544

	Core deposits	$	49,420	$	(42,876	)	$	6,544

	a) These reporting units are included in the Community Banking segment for financial reporting purposes.


		At December 31, 2012
	(In thousands)	Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount
	Core deposits:
	Retail Banking	$	49,420	$	(39,150	)	$	10,270

	Other (HSA Bank)	4,699		(4,699		)	—

	Core deposits	$	54,119	$	(43,849	)	$	10,270

	Amortization of intangible assets for the three and nine months ended September 30, 2013 and 2012, totaled $1.2 million and $3.7 million and $1.4 million and $4.2 million, respectively. Estimated annual amortization expense is summarized below:


(In thousands)
Remainder of 2013	$	1,193

2014	2,685

2015	1,523

2016	1,143

Total	$	6,544

Deposits

Deposits	9 Months Ended
	Sep. 30, 2013
Banking and Thrift [Abstract]	'
Deposits	'
	Deposits
	A summary of deposits by type follows:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Non-interest-bearing:
	Demand	$	2,968,727	$	2,881,131

	Interest-bearing:
	Checking	1,895,362		1,810,040

	Health savings accounts	1,478,758		1,269,727

	Money market	2,571,712		2,205,072

	Savings	3,827,345		3,819,713

	Time deposits	2,257,627		2,545,152

	Total interest-bearing	12,030,804		11,649,704

	Total deposits	$	14,999,531	$	14,530,835


	Demand deposit overdrafts reclassified as loan balances	$	1,745	$	1,654

	At September 30, 2013, the scheduled maturities of time deposits (certificates of deposit and brokered deposits) are as follows:


	(In thousands)
	Years ending December 31:
	2013	$	372,906

	2014	1,110,328

	2015	393,203

	2016	207,395

	2017	68,333

	Thereafter	105,462

	Time deposits	$	2,257,627

	The following table presents additional information about the Company’s brokered deposits:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Interest-bearing checking obtained through brokers	$	56,306	$	43,693

	Time deposits obtained through brokers	133,554		126,299

	Total brokered deposits	$	189,860	$	169,992

Securities_Sold_Under_Agreemen

Securities Sold Under Agreements to Repurchase and Other Borrowings	9 Months Ended
	Sep. 30, 2013
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Abstract]	'
Securities Sold Under Agreements to Repurchase and Other Borrowings	'
	Securities Sold Under Agreements to Repurchase and Other Borrowings
	The following table summarizes securities sold under agreements to repurchase and other borrowings:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	337,290	$	326,160

	Callable at the option of the counterparty	100,000		300,000

	Non-callable	550,000		450,000

		987,290		1,076,160

	Other borrowings:
	Federal funds purchased	385,000		—

	Total securities sold under agreements to repurchase and other borrowings	$	1,372,290	$	1,076,160

	Repurchase agreements are used as a source of borrowed funds and are collateralized by U.S. Government agency mortgage-backed securities which are delivered to broker/dealers. Repurchase agreements with broker/dealers are limited to primary dealers in government securities or commercial and municipal customers through Webster’s Treasury Sales desk. Repurchase agreements with dealer counterparties have the right to pledge, transfer or hypothecate purchased securities during the term of the transaction.

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	9 Months Ended
	Sep. 30, 2013
Federal Home Loan Banks [Abstract]	'
Federal Home Loan Bank Advances	'
	Federal Home Loan Bank Advances
	The following table summarizes Federal Home Loan Bank advances:


		At September 30, 2013				At December 31, 2012
	(Dollars in thousands)	Total		Weighted-		Total		Weighted-
		Outstanding		Average Contractual Coupon Rate		Outstanding		Average Contractual Coupon Rate
	Stated Maturity:
	2013	$	1,100,000	0.19	%	$	1,425,000	0.34	%

	2016	145,934		1.8		145,934		1.8

	2017	500		5.66		500		5.66

	2018-2032	355,968		1.32		256,093		1.29

		1,602,402		0.59	%	1,827,527		0.59	%

	Unamortized premiums	67				85

	Total Federal Home Loan Bank advances	$	1,602,469			$	1,827,612

	At September 30, 2013, Webster Bank had pledged loans with an aggregate carrying value of $4.7 billion as collateral for borrowings and had additional borrowing capacity from the FHLB of approximately $1.2 billion, as well as an unused line of credit of approximately $5.0 million. At December 31, 2012, Webster Bank had pledged loans with an aggregate carrying value of $3.7 billion as collateral for borrowings and had additional borrowing capacity from the FHLB of approximately $0.5 billion, as well as an unused line of credit of approximately $5.0 million. At September 30, 2013 and December 31, 2012, Webster Bank was in compliance with FHLB collateral requirements.

LongTerm_Debt

Long-Term Debt	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Long-Term Debt
	The following table summarizes long-term debt:


	(Dollars in thousands)	Maturity Date	Stated Interest Rate	At September 30,			At December 31,
				2013			2012
	Senior fixed-rate notes	2014	5.13%	150,000			150,000

	Subordinated fixed-rate notes (1)	2013	5.88%	—			102,579

	Junior subordinated debt Webster Statutory Trust I floating-rate notes (2)	2033	3.20%	77,320			77,320

	Total notes and subordinated debt			227,320			329,899

	Unamortized discount, net			(39		)	(93		)
	Hedge accounting adjustments			1,865			4,470

	Total long-term debt			$	229,146		$	334,276


	-1	The Bank used cash on hand to pay off the subordinated fixed-rate notes which matured on January 15, 2013.

	-2	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.204% at September 30, 2013 and 3.258% at December 31, 2012.

Other_Comprehensive_Income

Other Comprehensive Income	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Other Comprehensive Income	'
	Other Comprehensive Income
	The following tables summarize the changes in accumulated other comprehensive (loss) income by component:


		Three months ended September 30, 2013
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(22,872	)	$	2,729		$	(44,996	)	$	(65,139	)

	Other comprehensive (loss) income before reclassifications	(1,413		)	5,330			528			4,445

	Amounts reclassified from accumulated other comprehensive (loss) income	1,400			(173		)	526			1,753

	Net current-period other comprehensive (loss) income, net of tax	(13		)	5,157			1,054			6,198

	Ending balance	$	(22,885	)	$	7,886		$	(43,942	)	$	(58,941	)



		Three months ended September 30, 2012
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(28,396	)	$	29,768		$	(45,250	)	$	(43,878	)

	Other comprehensive (loss) income before reclassifications	(1,384		)	14,817			360			13,793

	Amounts reclassified from accumulated other comprehensive (loss) income	676			(527		)	659			808

	Net current-period other comprehensive (loss) income, net of tax	(708		)	14,290			1,019			14,601

	Ending balance	$	(29,104	)	$	44,058		$	(44,231	)	$	(29,277	)



		Nine months ended September 30, 2013
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(27,902	)	$	42,741		$	(47,105	)	$	(32,266	)

	Other comprehensive income (loss) before reclassifications	467			(34,400		)	1,584			(32,349		)

	Amounts reclassified from accumulated other comprehensive (loss) income	4,550			(455		)	1,579			5,674

	Net current-period other comprehensive income (loss), net of tax	5,017			(34,855		)	3,163			(26,675		)

	Ending balance	$	(22,885	)	$	7,886		$	(43,942	)	$	(58,941	)



		Nine months ended September 30, 2012
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(28,884	)	$	15,967		$	(47,287	)	$	(60,204	)

	Other comprehensive (loss) income before reclassifications	(3,065		)	30,267			1,079			28,281

	Amounts reclassified from accumulated other comprehensive (loss) income	2,845			(2,176		)	1,977			2,646

	Net current-period other comprehensive (loss) income, net of tax	(220		)	28,091			3,056			30,927

	Ending balance	$	(29,104	)	$	44,058		$	(44,231	)	$	(29,277	)


	The following tables summarize the reclassifications out of accumulated other comprehensive (loss) income:


		Three months ended September 30,
	2013			2012
Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
(In thousands)
Derivative instruments:
Cash flow hedges	$	(2,182	)	$	(1,053	)	Total interest expense
Tax benefit	782			377			Income tax expense

Net of tax	$	(1,400	)	$	(676	)
Available for sale and transferred securities:
Unrealized gains (losses) on available for sale securities	$	269		$	810		Net gain on sale of investment securities

Tax expense	(96		)	(283		)	Income tax expense
Net of tax	$	173		$	527

Defined benefit pension and postretirement benefit plans:
Amortization of net loss	$	(803	)	$	(1,009	)	Compensation and benefits
Prior service costs	(18		)	(18		)	Compensation and benefits
Tax benefit	295			368			Income tax expense

Net of tax	$	(526	)	$	(659	)


	Nine months ended September 30,
	2013			2012
Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
(In thousands)
Derivative instruments:
Cash flow hedges	$	(7,090	)	$	(4,431	)	Total interest expense
Tax benefit	2,540			1,586			Income tax expense

Net of tax	$	(4,550	)	$	(2,845	)
Available for sale and transferred securities:
Unrealized gains (losses) on available for sale securities	$	708		$	3,347		Net gain on sale of investment securities

Tax expense	(253		)	(1,171		)	Income tax expense
Net of tax	$	455		$	2,176

Defined benefit pension and postretirement benefit plans:
Amortization of net loss	$	(2,407	)	$	(3,026	)	Compensation and benefits
Prior service costs	(54		)	(54		)	Compensation and benefits
Tax benefit	882			1,103			Income tax expense

Net of tax	$	(1,579	)	$	(1,977	)

Regulatory_Matters

Regulatory Matters	9 Months Ended
	Sep. 30, 2013
Regulatory Matters Disclosure [Abstract]	'
Regulatory Matters	'
	Regulatory Matters
	Regulatory Capital Requirements. Banks and bank holding companies are subject to various regulatory capital requirements administered by federal banking agencies. Capital adequacy guidelines and, additionally for banks, prompt corrective action regulations involve quantitative measures of assets, liabilities, and certain off-balance sheet items calculated under regulatory accounting practices. These quantitative measures, to ensure capital adequacy, require minimum amounts and ratios.
	As defined in the regulations, the Total risk-based and Tier 1 capital ratios are calculated by dividing the respective capital amounts by risk-weighted assets. Risk-weighted assets are calculated based on regulatory requirements and include total assets, excluding goodwill and other intangible assets, allocated by risk-weight category, and certain off-balance sheet items, primarily loan commitments. As defined in the regulations, the Tier 1 leverage capital to adjusted quarterly average assets is calculated by dividing Tier 1 capital by adjusted quarterly average total assets. Capital amounts and classifications are also subject to qualitative judgments by regulators about components, risk-weighting and other factors.
	The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank, N.A.:


		Actual				Capital Requirements				Well Capitalized
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	At September 30, 2013
	Webster Financial Corporation
	Total risk-based capital	$	1,939,194	14.3	%	$	1,088,630	8	%	$	1,360,788	10	%

	Tier 1 capital	1,775,605		13.1		544,315		4		816,473		6

	Tier 1 leverage capital	1,775,605		9		792,663		4		990,829		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,791,608	13.2	%	$	1,084,672	8	%	$	1,355,840	10	%

	Tier 1 capital	1,629,406		12		542,336		4		813,504		6

	Tier 1 leverage capital	1,629,406		8.2		791,132		4		988,915		5

	At December 31, 2012
	Webster Financial Corporation
	Total risk-based capital	$	1,840,736	13.7	%	$	1,072,749	8	%	$	1,340,936	10	%

	Tier 1 capital	1,672,009		12.5		536,375		4		804,562		6

	Tier 1 leverage capital	1,672,009		8.7		767,289		4		959,111		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,718,564	12.9	%	$	1,069,652	8	%	$	1,337,064	10	%

	Tier 1 capital	1,551,238		11.6		534,826		4		802,239		6

	Tier 1 leverage capital	1,551,238		8.1		766,025		4		957,532		5

	Webster is subject to regulatory capital requirements administered by the Federal Reserve, while Webster Bank is subject to regulatory capital requirements administered by the Office of the Comptroller of the Currency ("OCC" ). Regulatory authorities can initiate certain mandatory actions if Webster or Webster Bank fail to meet minimum capital requirements, which could have a direct material effect on the Company’s financial statements.
	Dividend Restrictions. In the ordinary course of business, Webster is dependent upon dividends from Webster Bank to provide funds for its cash requirements, including payment of dividends to shareholders. Banking regulations may limit the amount of dividends that may be paid. Approval by regulatory authorities is required if the effect of dividends declared would cause the regulatory capital of Webster Bank to fall below specified minimum levels, or if dividends declared exceed the net profits for that year combined with the retained net profits for the preceding two years. In addition, the OCC has discretion to prohibit any otherwise permitted capital distribution on general safety and soundness grounds. Dividends paid by Webster Bank to Webster during the nine months ended September 30, 2013 and 2012 totaled $70.0 million and $110.0 million, respectively.
	Trust Preferred Securities. The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. At September 30, 2013 and December 31, 2012, $75.0 million in trust preferred securities have been included in the Tier 1 capital of Webster for regulatory reporting purposes pursuant to the Federal Reserve's capital adequacy guidelines. Certain provisions of the Basel III capital framework require the Company to phase out trust preferred securities from Tier 1 capital beginning January 1, 2015. Excluding trust preferred securities from the Tier 1 capital will not affect Webster's ability to meet all capital adequacy requirements to which it is subject.

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	Earnings Per Common Share
	The calculation of basic and diluted earnings per common share follows:


		Three months ended September 30,						Nine months ended September 30,
	(In thousands, except per share data)	2013			2012			2013			2012
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	44,666		$	44,378		$	127,631		$	123,326

	Less: Dividends to participating shares	(48		)	(37		)	(137		)	(102		)
	Income allocated to participating shares	(114		)	(149		)	(360		)	(470		)
	Net income allocated to common shareholders	$	44,504		$	44,192		$	127,134		$	122,754


	Shares:
	Weighted-average common shares outstanding - basic	89,759			87,394			88,318			87,301

	Effect of dilutive securities:
	Stock options and restricted stock	451			260			406			281

	Warrants - Series A1 and A2	—			4,114			1,300			4,060

	Warrants - other	213			116			169			112

	Weighted-average common shares outstanding - diluted	90,423			91,884			90,193			91,754


	Earnings per common share:
	Basic	$	0.5		$	0.51		$	1.44		$	1.41

	Diluted	0.49			0.48			1.41			1.34

	Stock Options
	Options to purchase 1.1 million shares and 1.2 million shares for the three and nine months ended September 30, 2013, respectively, and 2.0 million shares for both the three and nine months ended September 30, 2012 were excluded from the calculation of diluted earnings per share because the options’ exercise prices were greater than the average market price of Webster's common stock for the respective periods.
	Restricted Stock
	Non-participating restricted stock awards of 189 thousand shares and 224 thousand shares for the three and nine months ended September 30, 2013, respectively, and 127 thousand shares and 145 thousand shares for three and nine months ended September 30, 2012, respectively, whose issuance is contingent upon the satisfaction of certain performance conditions, were deemed to be anti-dilutive and, therefore, are excluded from the calculation of diluted earnings per share for the respective periods.
	Warrants
	Series A1 and A2: The Series A1 and A2 warrants issued in connection with the Warburg investment represented an aggregate 8.6 million potential issuable shares of common stock while outstanding. On March 22, 2013, the Company issued 4,564,930 shares of its common stock to Warburg in exchange for all the outstanding Series A1 and A2 warrants in a cashless exercise based on an exercise price of $11.50 per share. The weighted-average dilutive effect of these warrants, prior to the March 22, 2013 exercise, is included in the calculation of diluted earnings per share for the nine months ended September 30, 2013 and the three and nine months ended September 30, 2012 because the exercise price of the warrants was less than the average market price of Webster's common stock for the respective periods.
	Other: Warrants initially issued to the U.S. Treasury and sold in a secondary public offering on June 8, 2011 represent 0.7 million potential issuable shares of common stock at both September 30, 2013 and 2012. The weighted-average dilutive effect of these warrants is included in the calculation of diluted earnings per share for the three and nine months ended September 30, 2013 and 2012 because the exercise price of the warrants was less than the average market price of Webster’s common stock for the respective periods.
	Series A Preferred Stock
	The Series A Preferred Stock represents potential issuable common stock at September 30, 2013 and 2012. The weighted-average effect of 1.1 million shares of common stock associated with the Series A Preferred Stock was deemed to be anti-dilutive and, therefore, is excluded from the calculation of diluted earnings per share for the three and nine months ended September 30, 2013 and 2012.

Derivative_Financial_Instrumen

Derivative Financial Instruments	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	Risk Management Objective of Using Derivatives
	Webster is exposed to certain risks arising from both its business operations and economic conditions. Webster principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. Webster manages economic risks, including interest rate, liquidity, and credit risk, primarily by managing the amount, sources, and duration of its debt funding and the use of derivative financial instruments. Specifically, Webster enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. The type of hedge accounting designation used depends on the specific risk being hedged. Webster uses fair value hedges to mitigate changes in fair values due to fixed rates or prices, while changes in cash flows due to variable rates or prices may be reduced or eliminated by a cash flow hedge.
	Cash Flow Hedges of Interest Rate Risk
	Webster’s primary objective in using interest rate derivatives is to add stability to interest expense and to manage its exposure to interest rate movements. To accomplish this objective, Webster uses interest rate swaps and caps as part of its interest rate risk management strategy. Interest rate swaps and caps designated as cash flow hedges are designed to manage the risk associated with a forecasted event or an uncertain variable rate cash flow.
	Webster uses forward-settle interest rate swaps to protect the Company against adverse fluctuations in interest rates by reducing its exposure to variability in cash flows relating to interest payments on forecasted debt issuances. Forward-settle swaps are typically cash settled to coincide with a debt issuance. The change in fair value of the forward-settle swaps is recorded in accumulated other comprehensive income ("AOCI") during the swap term. Upon termination, the AOCI gain or loss at the time of debt issuance is amortized into interest expense over the life of the debt.
	Webster has four $25 million forward-settle interest rate swap hedges outstanding as of September 30, 2013, which qualify for cash flow hedge accounting. The swaps, entered into in August and September 2013, protect the Company against adverse fluctuations in interest rates by reducing exposure to variability in cash flows related to interest payments on forecasted issuance of five-year debt. Each swap will pay a fixed rate and receive 1-month LIBOR indexed floating rate, effective on June 30, 2014, and maturing on June 30, 2019. Cash settlement is expected to occur on the effective date and the forecasted five-year debt issuances are anticipated to occur between March 31, 2014 and March 31, 2015.
	In addition, during September 2013, Webster executed two $25 million forward-settle swaps with dealer counterparties which qualify for hedge accounting. The swaps are intended to reduce interest rate variability of cash flows related to future debt issuance at the holding company. The swaps are structured as an inter-affiliate transaction executed at the Bank on behalf of its holding company. The hedge designations are transferred from the Bank to the holding company through additional intercompany swap transactions at both the Bank and holding company. Each swap will pay a fixed-rate and receive 3-month LIBOR indexed floating rate, effective on December 31, 2013 and maturing on December 31, 2023. Cash settlement is expected to occur on the effective date and the forecasted ten-year debt issuances are anticipated to occur between October 31, 2013 and June 30, 2014.
	Previously terminated forward-settle swap losses have been recorded in AOCI and will be amortized into earnings over the respective term of the associated debt instrument. At September 30, 2013, the remaining unamortized loss on the termination of cash flow hedges was $34.5 million. Over the next twelve months, Webster estimates that $8.1 million will be reclassified from AOCI to interest expense. There was no hedge ineffectiveness for the three and nine months ended September 30, 2013 and 2012.
	Webster has two $25 million interest rate caps which are designated as cash flow hedge transactions against the risk of changes in cash flows related to the Company's $150 million 3-month LIBOR indexed floating rate FHLB advance maturing December 30, 2021. The caps each have a strike rate of 3.0% indexed to 3-month LIBOR. The change in fair value of the caps is marked through OCI and there is a $1.1 million gain as of September 30, 2013. Webster paid a $2.0 million premium, which will be reclassified from AOCI to interest expense over the life of the cap according to a predetermined cap value schedule. Over the next twelve months, the amount to be reclassified is insignificant based on the cap value schedule.
	Amounts reported in AOCI related to current cash flow derivatives will be reclassified to interest expense as interest payments are made on Webster's variable-rate debt. Over the next twelve months, Webster estimates that $1.5 million will be reclassified as an increase to interest expense.
	The table below presents the fair value of Webster’s derivative financial instruments designated as cash flow hedges as well as their classification in the accompanying Condensed Consolidated Balance Sheets:


			At September 30, 2013								At December 31, 2012
	(Dollars in thousands)	Balance Sheet	# of	Notional			Estimated				# of	Notional			Estimated
		Classification	Instruments	Amount			Fair				Instruments	Amount			Fair
							Value								Value
	Interest rate derivatives designated as cash flow hedges:
	Forward-settle interest rate swap on anticipated debt (1)	Other liabilities	2	$	50,000		$	(901	)		—	$	—		$	—

	Forward-settle interest rate swap on anticipated debt	Other liabilities	4	100,000			(1,293		)		4	100,000			(1,130		)

	Interest rate cap on FHLB advances	Other assets	2	50,000			3,048				—	—			—

	Interest rate swap on FHLB advances	Other liabilities	—	—			—				1	100,000			(497		)

	(1) Inter-affiliate swaps between the Bank and holding company total an additional $100 million in aggregate notional value with gains and losses that offset.
	The net impact on interest expense related to cash flow hedges is presented below:


		Three months ended September 30,
		2013							2012
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Impact reported as an increase (reduction) in interest expense on borrowings:
	Interest rate swaps on FHLB advances	$	—		$	1,353			$	351		$	1,139

	Interest rate swaps on subordinated debt	—			—				—			(21		)

	Interest rate swaps on repurchase agreements	—			829				—			830

	Interest rate swaps on trust preferred securities	—			—				—			(16		)

	Net impact on interest expense on borrowings	$	—		$	2,182			$	351		$	1,932



		Nine months ended September 30,
		2013							2012
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Impact reported as an increase (reduction) in interest expense on borrowings:
	Interest rate swaps on FHLB advances	$	498		$	4,604			$	1,018		$	3,417

	Interest rate swaps on subordinated debt	—			(3		)		—			(70		)

	Interest rate swaps on repurchase agreements	—			2,489				—			2,129

	Interest rate swaps on trust preferred securities	—			—				—			(105		)

	Net impact on interest expense on borrowings	$	498		$	7,090			$	1,018		$	5,371

Fair Value Hedges of Interest Rate Risk
Webster is exposed to changes in the fair value of certain of its fixed-rate obligations due to changes in benchmark interest rates. Webster uses interest rate swaps to manage its exposure to changes in fair value on these obligations attributable to changes in the benchmark interest rate. Interest rate swaps designated as fair value hedges involve the receipt of fixed-rate amounts from a counterparty in exchange for Webster making variable-rate payments over the life of the agreements without the exchange of the underlying notional amount. Webster did not have any derivative financial instruments designated as fair value hedges as of September 30, 2013 and December 31, 2012.
For derivatives designated and that qualify as fair value hedges, the gain or loss on the derivative, as well as the offsetting loss or gain on the hedged item attributable to the hedged risk, is recognized in interest expense. Webster includes the gain or loss from the period end mark-to-market (“MTM”) adjustments on the hedged items in the same line item as the offsetting gain or loss on the related derivatives. The impact of derivative net settlements, hedge ineffectiveness, basis amortization adjustments and amortization of deferred hedge terminations are also recognized in interest expense. At September 30, 2013, the remaining unamortized gain on the termination of fair value hedges was 1.9 million.
The net impact on interest expense related to fair value hedges is presented below:


	Three months ended September 30,							Nine months ended September 30,
(In thousands)	2013			2012				2013			2012
Impact reported as a reduction in interest expense on borrowings:
Interest rate swaps on senior notes	$	(799	)	$	(799	)		$	(2,398	)	$	(2,398	)
Interest rate swaps on subordinated debt	—			(621		)		(207		)	(2,028		)

Net impact on interest expense on borrowings	$	(799	)	$	(1,420	)		$	(2,605	)	$	(4,426	)
Non-Hedge Accounting Derivatives / Non-designated Hedges
Derivatives that do not meet the hedge accounting requirements of ASC 815, “Derivatives and Hedging” are not speculative and are used to manage the Company’s exposure to interest rate movements and other identified risks. Changes in the fair value of these instruments are recorded as a component of non-interest income in the accompanying Condensed Consolidated Statements of Income.
Webster had the following outstanding interest rate swaps and caps that were not designated for hedge accounting:


		At September 30, 2013
						Estimated Fair Value
(Dollars in thousands)	Balance Sheet	# of	Notional			Gain			Loss			Net
	Classification	Instruments	Amount
Webster with customer position:
Commercial loan interest rate derivatives	Other assets	153	$	820,055		$	33,028		$	—		$	33,028

Commercial loan interest rate derivatives	Other liabilities	66	561,956			—			(8,379		)	(8,379		)

Total customer position		219	$	1,382,011		$	33,028		$	(8,379	)	$	24,649


Webster with counterparty position:
Commercial loan interest rate derivatives	Other assets	26	$	266,320		$	3,151		$	(710	)	$	2,441

Commercial loan interest rate derivatives	Other liabilities	186	1,115,631			9,695			(26,130		)	(16,435		)

Total counterparty position		212	$	1,381,951		$	12,846		$	(26,840	)	$	(13,994	)



		At December 31, 2012
						Estimated Fair Value
(Dollars in thousands)	Balance Sheet	# of	Notional			Gain			Loss			Net
	Classification	Instruments	Amount
Webster with customer position:
Commercial loan interest rate derivatives	Other assets	178	$	1,009,623		$	50,969		$	—		$	50,969

Commercial loan interest rate derivatives	Other liabilities	23	193,946			—			(124		)	(124		)

Total customer position		201	$	1,203,569		$	50,969		$	(124	)	$	50,845


Webster with counterparty position:
Commercial loan interest rate derivatives	Other liabilities	194	$	1,203,512		$	544		$	(41,965	)	$	(41,421	)

Total counterparty position		194	$	1,203,512		$	544		$	(41,965	)	$	(41,421	)

Webster reported the changes in the fair value of non-hedge accounting derivatives as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income as follows:


	Three months ended September 30,							Nine months ended September 30,
(In thousands)	2013			2012				2013			2012
Impact reported in other non-interest income:
Visa swap	$	(35	)	$	(60	)		$	(86	)	$	(532	)
Commercial loan interest rate derivatives, net	1,546			1,511				3,230			4,288

Fed funds futures contracts	(450		)	(229		)		(290		)	(12		)
Net impact on other non-interest income	$	1,061		$	1,222			$	2,854		$	3,744

Offsetting Derivatives
Webster has entered into transactions with counterparties that are subject to an enforceable master netting agreement. In accordance with ASC 815, “Derivatives and Hedging”, as amended by ASU 2013-01 and ASU 2011-11, Webster recognized those financial instruments subject to master netting agreements or similar agreements. Hedge accounting positions are recorded on a gross basis in other assets for a gain position and in other liabilities for a loss position, while non-hedge accounting net positions are recorded in other assets for a net gain or in other liabilities for a net loss position, in the accompanying Condensed Consolidated Balance Sheets.
The tables below present the financial assets and liabilities for derivative positions, summarized by counterparty:


	At September 30, 2013
					Hedge Accounting Positions							Non-Hedge Accounting Positions
(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
Counterparty:
Dealer A	$	383,632			$	—		$	(388	)		$	4,009		$	(10,783	)	$	(7,162	)	$	7,100		$	—

Dealer B	343,467				—			—				3,241			(10,128		)	(6,887		)	7,100			213

Dealer C	14,666				—			—				1			(1,492		)	(1,491		)	—			—

Dealer D	291,320				1,471			—				3,150			(710		)	3,911			(4,100		)	—

Dealer E	283,681				1,576			(513		)		2,373			(2,494		)	942			(1,160		)	—

Dealer F	265,185				—			(1,293		)		72			(1,233		)	(2,454		)	7,225			4,771

Total	$	1,581,951			$	3,047		$	(2,194	)		$	12,846		$	(26,840	)	$	(13,141	)	$	16,165

(1) Net positive exposure represents over-collateralized loss positions which can be the result of OTC clearing house initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act ("Dodd-Frank").


	At December 31, 2012
					Hedge Accounting Positions							Non-Hedge Accounting Positions
(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM Loss			Cash Collateral Posted			Net Exposure
Counterparty:
Dealer A	$	561,716			$	—		$	(985	)		$	199		$	(16,721	)	$	(17,507	)	$	17,900		$	393

Dealer B	403,097				—			(642		)		139			(15,281		)	(15,784		)	16,980			1,196

Dealer C	15,221				—			—				1			(2,038		)	(2,037		)	—			—

Dealer D	184,648				—			—				53			(2,506		)	(2,453		)	2,600			147

Dealer E	238,830				—			—				152			(5,419		)	(5,267		)	5,290			23

Total	$	1,403,512			$	—		$	(1,627	)		$	544		$	(41,965	)	$	(43,048	)	$	42,770

Counterparty Credit Risk. Derivative contracts involve the risk of dealing with both bank customers and institutional derivative counterparties and their ability to meet contractual terms. The Company has master International Swap Derivative Association ("ISDA") agreements with all derivative counterparties for non-cleared trades. Additionally, the Company has executed a Credit Support Annex ("CSA") to the master ISDA agreement with each of its institutional derivative counterparties. The ISDA master agreements provide that on each payment date all amounts otherwise owing the same currency under the same transaction are netted so that only a single amount is owed in that currency. The ISDA master agreements also provide, if the parties so elect, for such netting of amounts in the same currency among all transactions identified as being subject to such election that have common payment dates and booking offices. Under the CSA, daily net exposure in excess of a negotiated threshold is secured by posted cash collateral. The Company has negotiated a zero threshold with the majority of its approved financial institution counterparties. In accordance with Webster policies, institutional counterparties must be analyzed and approved through the Company’s credit approval process.
The Company’s credit exposure on interest rate derivatives is limited to the net favorable value and interest payments of all derivatives by each of the counterparties for the amounts up to the established threshold for collateralization. Credit exposure may be reduced by the amount of collateral pledged by the counterparty. The Company's credit exposure related to derivatives with approved financial institutions is zero unless cash collateral exceeds the unfavorable market value.
Dodd-Frank derivative clearing rules became effective June 10, 2013 and require that initial margin be posted to the clearing houses for cleared derivative positions. The Company had approximately $4.6 million initial margin posted at September 30, 2013. In addition, in accordance with the CSA, approximately $16.8 million of variation margin collateral was pledged to financial counterparties and approximately $5.3 million was received from financial counterparties at September 30, 2013. Collateral levels for approved financial institution counterparties are monitored on a daily basis and adjusted as necessary. In the event of default, should the collateral not be returned, the exposure would be offset by terminating the transactions.
The Company evaluates the credit risk of its counterparties, taking into account such factors as the likelihood of default, its net exposures, and remaining contractual life, among other things, in determining if any adjustments related to credit risk are required. The Company's net current credit exposure relating to interest rate derivatives with Webster Bank customers was $33.0 million at September 30, 2013. In addition, the Company monitors potential future exposure, representing its best estimate of exposure to remaining contractual maturity. The potential future exposure relating to interest rate derivatives with Webster Bank customers totaled $9.9 million at September 30, 2013. The credit exposure is mitigated as transactions with customers are secured by the collateral securing the underlying transaction being hedged. No losses on derivative instruments have occurred as a result of counterparty nonperformance.
Futures Contracts. In March 2010, Webster entered into a $600 million short-selling of a one-year strip of Fed funds futures contracts with serial maturities between May 2010 and April 2011 to hedge against a rise in short-term rates. Since then, Webster has continued to roll the futures contracts and, beginning with the September 2011 contracts, reduced the notional amount to $400 million, then, beginning with the March 2013 contracts, increased the notional amount to $800 million. This transaction is designed to work in conjunction with floating rate assets with interest rate floors which will not be affected if there is an increase in short-term interest rates. The fair value of these contracts is a loss of $187 thousand and is reflected in other liabilities in the accompanying Condensed Consolidated Balance Sheets. The Company recognized $450 thousand and $290 thousand and $229 thousand and $12 thousand in MTM loss for the three and nine months ended September 30, 2013 and 2012, respectively, which is reflected in non-interest income in the accompanying Condensed Consolidated Statements of Income. Webster had $634 thousand on deposit with its counterparty as of September 30, 2013 to satisfy margin collateral requirements.
Mortgage Banking Derivatives. Certain derivative instruments, primarily forward sales of mortgage loans and MBS, are utilized by Webster in its efforts to manage risk of loss associated with its mortgage loan commitments and mortgage loans held for sale. Prior to closing and funding certain single-family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, Webster is subject to the risk that market rates of interest may change. If market rates rise, investors generally will pay less to purchase such loans resulting in a reduction in the gain on sale of the loans or, possibly, a loss. In an effort to mitigate such risk, forward delivery sales commitments, under which Webster agrees to deliver whole mortgage loans to various investors or issue MBS, are established. At September 30, 2013, outstanding rate locks totaled approximately $59.9 million and the outstanding commitments to sell residential mortgage loans totaled approximately $88.3 million. Forward sales, which include mandatory forward commitments of approximately $86.9 million at September 30, 2013, establish the price to be received upon the sale of the related mortgage loan, thereby mitigating certain interest rate risk. There is, however, still certain execution risk specifically related to Webster’s ability to close and deliver to its investors the mortgage loans it has committed to sell. The interest rate locked loan commitments and forward sales commitments are recorded at fair value, with changes in fair value recorded as non-interest income in the accompanying Condensed Consolidated Statements of Income. As of September 30, 2013 and December 31, 2012, the fair value of interest rate locked loan commitments and forward sales commitments was a net unrealized loss of $0.4 million and a net unrealized gain of $2.9 million, respectively, and were recorded as a component of other assets in the accompanying Condensed Consolidated Balance Sheets.
Foreign Currency Derivatives. The Company enters into foreign currency forward contracts that are not designated as hedging instruments, primarily to accommodate the business needs of its customers. Upon the origination of a foreign currency forward contract with a customer, the Company simultaneously enters into an offsetting contract with a third party to negate the exposure to fluctuations in foreign currency exchange rates. The notional amounts and fair values of open foreign currency forward contracts were not material at September 30, 2013 and December 31, 2012.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is best determined using quoted market prices. However, in many instances, quoted market prices are not available. In such instances, fair values are determined using various valuation techniques. Various assumptions and observable inputs must be relied upon in applying these techniques. Accordingly, the fair value estimates may not be realized in an immediate transfer of the respective asset or liability.
	Fair Value Hierarchy
	The three levels within the fair value hierarchy are as follows:

	•	Level 1: Valuation is based upon unadjusted quoted prices in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date.

	•	Level 2: Fair value is calculated using inputs other than quoted market prices that are directly or indirectly observable for the asset or liability. The valuation may rely on quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in inactive markets, inputs other than quoted prices that are observable for the asset or liability (such as interest rates, volatilities, prepayment speeds, credit ratings, etc.) or inputs that are derived principally or corroborated by market data by correlation or other means.

	•	Level 3: Inputs for determining the fair value of the respective assets or liabilities are not observable. Level 3 valuations are reliant upon pricing models and techniques that require significant management judgment or estimation.
	Categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis
	Securities
	When quoted prices are available in an active market, the Company classifies securities within Level 1 of the valuation hierarchy. Level 1 securities include equity securities in financial institutions and U.S. Treasury Bills.
	If quoted market prices are not available, the Company employs an independent pricing service that utilizes matrix pricing to calculate fair value. Such fair value measurements consider observable data such as dealer quotes, market spreads, cash flows, yield curves, live trading levels, trade execution data, market consensus prepayments speeds, credit information, and respective terms and conditions for debt instruments. The Company employs procedures to monitor the pricing service's assumptions and establishes processes to challenge the pricing service's valuations that appear unusual or unexpected. Level 2 securities include agency CMOs, agency MBS, agency CMBS, CLOs, corporate debt, single-issuer trust preferred securities, commercial mortgage-backed securities and auction rate preferred securities.
	When a market is illiquid or there is a lack of transparency around the inputs to valuation, the securities are classified as Level 3 and reliance is placed upon internally developed models, and management judgment and evaluation for valuation.
	Pooled trust preferred securities are currently classified as Level 3. Due to the continued inactive market and illiquid nature of pooled trust preferred securities in the entire capital structure, an internal cash flow model is used to value these securities on a quarterly basis. The Company employs an internal CDO model for projection of future cash flows and discounting those cash flows to a net present value. Each underlying issuer in the pool is rated internally using the latest financial data on each institution, and future deferrals, defaults and losses are then estimated on the basis of continued stress in the financial markets. Further, all current and projected deferrals are not assumed to cure, and all current and projected defaults are assumed to have no recovery value. The resulting net cash flows are then discounted at current market levels for similar types of products that are actively trading.
	Alternative Investments
	The Company generally accounts for its percentage ownership of alternative investment funds at cost, subject to impairment testing, while certain funds are included at fair value based upon the net asset value of the respective fund. At September 30, 2013, alternative investments consisted of $0.8 million recorded at fair value and $18.2 million recorded at cost. These are non-public investments that cannot be redeemed since the Company’s investment is distributed as the underlying investments are liquidated, which generally takes ten years. There are currently no plans to sell any of these investments prior to their liquidation. The alternative investments included at fair value are classified within Level 3 of the fair value hierarchy. The alternative investments that are carried at cost are considered to be measured at fair value on a non-recurring basis when there is impairment. The Company has $2.0 million in unfunded commitments remaining for its alternative investments as of September 30, 2013.
	Investments Held in Rabbi Trust
	The investments held in a Rabbi Trust primarily include mutual funds that invest in equity and fixed income securities. Shares of mutual funds are valued based on net asset value, which represents quoted market prices for the underlying shares held in the mutual funds. Therefore, investments held in Rabbi Trust are classified within Level 1 of the fair value hierarchy. The Company has elected to measure the investments held in Rabbi Trust at fair value. The Company consolidates the invested assets of the trust along with the total deferred compensation obligations and includes them in other assets and other liabilities, respectively, in the accompanying Condensed Consolidated Balance Sheets. Earnings in the Rabbi Trust, including appreciation or depreciation, are reflected as other non-interest income and changes in the corresponding liability are reflected as compensation and benefits in the accompanying Condensed Consolidated Statements of Income. At September 30, 2013, the cost basis of the investments held in the Rabbi Trust is $5.1 million.
	Derivative Instruments
	Derivative instruments are valued using third-party valuation software which considers the present value of cash flows discounted using observable forward rate assumptions. The resulting fair values are validated against valuations performed by independent third parties and are classified within Level 2 of the fair value hierarchy. Fed funds futures contracts are valued based on unadjusted quoted prices in active markets and are classified within Level 1 of the fair value hierarchy. In determining if any fair value adjustments related to credit risk are required, the Company evaluates the credit risk of its counterparties by considering factors such as the likelihood of default by the Company and its counterparties, its net exposures, the remaining contractual life, as well as the amount of collateral securing the position. The Company reviews its counterparty exposure on a regular basis, and, when necessary, appropriate business actions are taken to adjust the exposure. When determining fair value, the Company applies the portfolio exception with respect to measuring counterparty credit risk for all of its derivative transactions subject to a master netting arrangement. To date, the Company has not realized any losses due to a counterparty's inability to pay any net uncollateralized position. The change in value of derivative assets and liabilities attributable to credit risk was not significant during the reported periods.
	Mortgage Banking Derivatives
	Mortgage-backed securities are utilized by Webster in its efforts to manage risk of loss associated with its mortgage loan commitments and mortgage loans held for sale. Prior to closing and funding certain single-family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, Webster is subject to the risk that market rates of interest may change. If market rates rise, investors generally will pay less to purchase such loans resulting in a reduction in the gain on sale of the loans or, possibly, a loss. In an effort to mitigate such risk, forward delivery sales commitments, under which Webster agrees to deliver whole mortgage loans to various investors or issue mortgage-backed securities, are established.
	A summary of fair values for assets and liabilities measured at fair value on a recurring basis is as follows:


		At September 30, 2013
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
	U.S. Treasury Bills	$	200		$	200		$	—		$	—

	Agency CMOs	885,476			—			885,476			—

	Agency MBS	1,293,254			—			1,293,254			—

	Agency CMBS	20,084			—			20,084			—

	CMBS	465,951			—			465,951			—

	CLOs	332,534			—			332,534			—

	Pooled trust preferred securities	29,964			—			—			29,964

	Single issuer trust preferred securities	43,302			—			43,302			—

	Corporate debt	113,618			—			113,618			—

	Equity securities	9,389			9,114			275			—

	Total available for sale securities	3,193,772			9,314			3,154,494			29,964

	Derivative instruments:
	Interest rate derivatives	38,517			—			38,517			—

	Investments held in Rabbi Trust	5,909			5,909			—			—

	Alternative investments	804			—			—			804

Total financial assets held at fair value	$	3,239,002		$	15,223		$	3,193,011		$	30,768

Financial liabilities held at fair value:
Derivative instruments:
Interest rate derivatives	$	27,008		$	—		$	27,008		$	—

Fed Fund futures contracts	187			187			—			—

Visa Swap	5			—			5			—

Mortgage banking derivatives	384			—			384			—

Total financial liabilities held at fair value	$	27,584		$	187		$	27,397		$	—




	At December 31, 2012
(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
	Balance			Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Financial assets held at fair value:
Available for sale securities:
U.S. Treasury Bills	$	200		$	200		$	—		$	—

Agency CMOs	1,310,006			—			1,310,006			—

Agency MBS	1,142,280			—			1,142,280			—

CMBS	398,031			—			398,031			—

CLOs	88,540			—			—			88,540

Pooled trust preferred securities	26,207			—			—			26,207

Single issuer trust preferred securities	44,415			—			44,415			—

Corporate debt	118,199			—			118,199			—

Equity securities	8,282			8,082			200			—

Total available for sale securities	3,136,160			8,282			3,013,131			114,747

Derivative instruments:
Interest rate derivatives	50,969			—			50,969			—

Mortgage banking derivatives	2,898			—			2,898			—

Investments held in Rabbi Trust	5,741			5,741			—			—

Alternative investments	1,533			—			—			1,533

Total financial assets held at fair value	$	3,197,301		$	14,023		$	3,066,998		$	116,280

Financial liabilities held at fair value:
Derivative instruments:
Interest rate derivatives	$	43,172		$	—		$	43,172		$	—

Fed Fund futures contracts	125			125			—			—

Visa swap	4			—			4			—

Total financial liabilities held at fair value	$	43,301		$	125		$	43,176		$	—

The following table presents the changes in Level 3 assets and liabilities that are measured at fair value on a recurring basis:


	Three months ended September 30,							Nine months ended September 30,
(In thousands)	2013			2012				2013			2012
Level 3, beginning of period	$	31,572		$	30,976			$	116,280		$	32,814

Transfers out of Level 3 (1) (2)	—			—				(248,844		)	(975		)

Change in unrealized loss included in other comprehensive income	7,194			1,587				14,194			2,279

Unrealized loss included in net income	(70		)	(539		)		(355		)	(1,161		)
Realized gain on sale of available for sale securities	269			—				269			—

Purchases/capital calls	—			—				159,412			126

Sales/proceeds	(7,740		)	—				(7,740		)	—

Accretion/amortization	26			63				214			79

Calls/paydowns	(483		)	(2,219		)		(2,662		)	(3,294		)
Level 3, end of period	$	30,768		$	29,868			$	30,768		$	29,868


-1	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. The methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for these CLOs is active and there is ample price transparency.

-2	As of January 1, 2012, auction rate preferred securities were transferred from Level 3 to Level 2. These securities are considered to be Level 2 based upon observable market activity at full par value for recent transactions.
The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:


	At September 30, 2013
(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
						(Weighted-Average)
Pooled trust preferred securities	$	29,964		Discounted cash flow	Discount rate	6.84 - 7.93%
						-7.71%
					Credit spread	318-428 bps (406 bps)
Discount rates are derived for each security depending on the original rating or a notched down rating based on management's judgment. The discount represents a market rate used to discount expected cash flows to determine the fair value of the security. Components of the calculated discount rate are the twelve month rolling average of published industry credit spreads and the 30 year swap rate. When discount rates increase as a result of an increase in rate or credit spread, there is a direct inverse correlation with fair value; as discount rates increase, fair value decreases. An increase in credit spreads correlates to an increase in discount rate and, therefore, a decrease in fair value.
Pooled trust preferred security issuer financials are reviewed on a quarterly basis, and an internal credit rating (“shadow rating”) is updated for individual issuers in the model. The shadow rating is correlated to a Moody’s loss table to determine the loss impact on expected cash flows. There is a direct relationship between shadow rating and fair value; as shadow ratings decline, the loss probability increases, expected cash flows decline and, therefore, fair value decreases. There may be instances when a one notch downgrade in an individual issuer's credit ratings may not significantly impact the fair value of securities.
Assets Measured at Fair Value on a Non-Recurring Basis
Certain assets are measured at fair value on a non-recurring basis; that is, the assets are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment). The following is a description of valuation methodologies used for assets measured on a non-recurring basis.
Impaired Loans and Leases
Impaired loans and leases for which repayment of the loan or lease is expected to be provided solely by the value of the underlying collateral are considered collateral dependent and are valued based on the estimated fair value of such collateral using Level 3 inputs based on customized discounting criteria.
Loans Held for Sale
Loans held for sale are accounted for at the lower of cost or market and are considered to be recognized at fair value when they are recorded at below cost. The fair value of loans held for sale is based on quoted market prices of similar loans sold in conjunction with securitization transactions, adjusted as required for changes in loan characteristics and are classified within Level 3 of the fair value hierarchy.
Other Real Estate Owned (OREO) and Repossessed Assets
The total book value of OREO and repossessed assets is $8.0 million at September 30, 2013. OREO and repossessed assets are accounted for at the lower of cost or market and are considered to be recognized at fair value when they are recorded at below cost. The fair value of OREO is based on independent appraisals or internal valuation methods, less estimated selling costs. The fair value of repossessed assets is based on available pricing guides, auction results and price opinions, less estimated selling costs. Certain assets require assumptions about factors that are not observable in an active market in the determination of fair value and are classified as Level 3.
Mortgage Servicing Assets
The Company accounts for mortgage servicing assets at cost, subject to impairment testing. When the carrying cost exceeds fair value, a valuation allowance is established to reduce the carrying cost to fair value. Fair value is calculated as the present value of estimated future net servicing income and relies on market based assumptions for loan prepayment speeds, servicing costs, discount rates, and other economic factors. As such, mortgage servicing assets are classified within Level 3 of the fair value hierarchy.
The table below presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis:


	At September 30, 2013
(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
Impaired Loans	$	41,177		Real Estate Appraisals	Discount for dated appraisal	0% - 30%

					Discount for costs to sell	3% - 8%
Other Real Estate	$	7,919		Appraisals	Discount for costs to sell	8%

					Discount for appraisal type	25% - 50%
Mortgage Servicing Assets	$	25,496		Discounted cash flow	Constant prepayment rate	6.7% - 26.6%

					Discount Rates	3.1% - 6.0%
Assets and Liabilities Disclosed at Fair Value
The Company is required to disclose the estimated fair value of financial instruments, both assets and liabilities, for which it is practicable to estimate fair value. The following is a description of valuation methodologies used for those assets and liabilities.
Cash, Due from Banks, and Interest-bearing Deposits
The carrying amount of cash, due from banks, and interest-bearing deposits is used to approximate fair value, given the short time frame to maturity and, as such, assets do not present unanticipated credit concerns. Cash, due from banks, and interest-bearing deposits are classified within Level 1 of the fair value hierarchy.
Loan and Lease Receivables
The estimated fair value of loans and leases held for investment is calculated using a discounted cash flow method, using future prepayments and market interest rates inclusive of an illiquidity premium for comparable loans. The associated cash flows are adjusted for credit and other potential losses. Fair value for impaired loans and leases is estimated using the net present value of the expected cash flows. Loan and lease receivables are classified within Level 3 of the fair value hierarchy.
Deposit Liabilities
The fair value of demand deposits, savings accounts, and certain money market deposits is the amount payable on demand at the reporting date. The fair value of fixed-maturity certificates of deposit is estimated using the rates currently offered for deposits of similar remaining maturities. Deposit liabilities are classified within Level 2 of the fair value hierarchy.
Securities Sold Under Agreements to Repurchase and Other Borrowings
Carrying value is an estimate of fair value for those securities sold under agreements to repurchase and other borrowings that mature within 90 days. The fair values of all other borrowings are estimated using discounted cash flow analysis based on current market rates adjusted, as appropriate, for associated credit risks. Securities sold under agreements to repurchase and other borrowings are classified within Level 2 of the fair value hierarchy.
Federal Home Loan Bank Advances and Long-Term Debt
The fair value of long-term debt is estimated using a discounted cash flow technique. Discount rates are matched with the time period of the expected cash flow and are adjusted, as appropriate, to reflect credit risk. Long-term debt and Federal Home Loan Bank advances are classified within Level 2 of the fair value hierarchy.
The tables below summarize the estimated fair values of significant financial instruments:



	At September 30, 2013
(In thousands)	Carrying		Quoted Prices in			Significant Other			Significant
	Balance		Active Markets for			Observable Inputs			Unobservable Inputs
			Identical Assets			(Level 2)			(Level 3)
			(Level 1)
Assets
Securities available for sale	3,193,772		$	9,314		$	3,154,494		$	29,964

Securities held-to-maturity	3,205,999		—			3,248,620			—

Loans held for sale	40,193		—			—			40,193

Loans and leases, net	12,320,420		—			—			12,410,295

Mortgage servicing assets (a)	20,577		—			—			25,496

Alternative investments	19,048		—			—			19,048

Derivative instruments	38,517		—			38,517			—

Investments held in Rabbi Trust	5,909		5,909			—			—

Liabilities
Deposits other than time deposits	12,741,904		—			12,741,904			—

Time deposits	2,257,627		—			2,280,333			—

Securities sold under agreements to repurchase and other borrowings	1,372,290		—			1,404,532			—

Federal Home Loan Bank advances (b)	1,602,469		—			1,636,387			—

Long-term debt (c)	229,146		—			224,097			—

Derivative instruments	27,584		187			27,397			—



	At December 31, 2012
(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
	Balance			Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Assets
Securities available for sale	$	3,136,160		$	8,282		$	3,013,131		$	114,747

Securities held-to-maturity	3,107,529			—			3,264,718			—

Loans held for sale	107,633			—			—			107,633

Loans and leases, net	11,851,567			—			—			12,005,555

Mortgage servicing assets (a)	14,027			—			—			15,881

Alternative investments	19,523			—			—			19,523

Derivative instruments	53,867			—			53,867			—

Investments held in Rabbi Trust	5,741			5,741			—			—

Liabilities
Deposits other than time deposits	11,985,683			—			11,985,683			—

Time deposits	2,545,152			—			2,584,921			—

Securities sold under agreements to repurchase and other borrowings	1,076,160			—			1,134,614			—

Federal Home Loan Bank advances (b)	1,827,612			—			1,843,615			—

Long-term debt (c)	334,276			—			298,807			—

Derivative instruments	43,301			125			43,176			—


(a)	The carrying amount of mortgage servicing assets is net of $0.4 million and $1.8 million reserves at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.

(b)	The carrying amount of FHLB advances is net of $67 thousand and $85 thousand in unamortized premiums at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.

(c)	The carrying amount of long-term debt is net of $1.8 million and $4.4 million in hedge accounting adjustments and discounts at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.
Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the entire holdings or any part of a particular financial instrument. Because no active market exists for a significant portion of Webster’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments, and other factors. These factors are subjective in nature and involve uncertainties and matters of significant judgment and, therefore, cannot be determined with precision. Changes in assumptions could significantly affect the estimates.

Pension_and_Other_Postretireme

Pension and Other Postretirement Benefits	9 Months Ended
	Sep. 30, 2013
Compensation and Retirement Disclosure [Abstract]	'
Pension and Other Postretirement Benefits	'
	Pension and Other Postretirement Benefits
	The following tables summarize the components of net periodic benefit cost:


		Three months ended September 30,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2013			2012			2013		2012		2013		2012
	Net Periodic Benefit Cost Recognized in Net Income:
	Service cost (benefits earned during the period)	$	10		$	7		$	—	$	—	$	—	$	—

	Interest cost on benefit obligations	1,841			1,827			72		79		30		44

	Expected return on plan assets	(2,779		)	(2,517		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		18		18

	Recognized net loss	1,590			1,525			32		18		7		26

	Net periodic benefit cost recognized in net income	$	662		$	842		$	104	$	97	$	55	$	88




		Nine months ended September 30,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2013			2012			2013		2012		2013		2012
	Net Periodic Benefit Cost Recognized in Net Income:
	Service cost (benefits earned during the period)	$	30		$	22		$	—	$	—	$	—	$	—

	Interest cost on benefit obligations	5,524			5,480			217		237		90		132

	Expected return on plan assets	(8,336		)	(7,551		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		54		54

	Recognized net loss	4,767			4,576			94		53		21		77

	Net periodic benefit cost recognized in net income	$	1,985		$	2,527		$	311	$	290	$	165	$	263

	The Webster Bank Pension Plan and the supplemental pension plans were frozen effective December 31, 2007. No additional benefits have been accrued since that time. Additional contributions to the Webster Bank Pension Plan will be made as deemed appropriate by management in conjunction with information provided by the Plan’s actuaries.
	The Bank is also a sponsor of a multiple-employer plan, EIN/Pension Plan Number 13-5645888/333 (the "Fund”), administered by Pentegra for the benefit of eligible employees of a bank acquired by Webster. The Fund does not segregate the assets or liabilities of its participating employers in the ongoing administration of this plan. All benefit accruals were frozen as of September 1, 2004.
	According to the Fund’s administrators, as of July 1, 2013, the date of the latest actuarial valuation, Webster’s portion of the plan was underfunded by $2.1 million. Webster made $60 thousand and $0.5 million and $0.4 million and $1.2 million in contributions for the three and nine months ended September 30, 2013 and 2012, respectively.

StockBased_Compensation_Plans

Stock-Based Compensation Plans	9 Months Ended
	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock-Based Compensation Plans	'
	Stock-Based Compensation Plans
	Webster has established stock-based compensation plans that cover employees and directors (collectively, the “Plans”). Compensation cost related to the Plans, based on the grant-date fair value, net of estimated forfeitures, is included as a component of compensation and benefits reflected in non-interest expense. The cost of an award to retirement eligible employees is recognized immediately, while the award is subject to a one year minimum hold before vesting.
	Stock-based compensation expense recognized in the accompanying Condensed Consolidated Statements of Income is summarized in the following table:


		Three months ended September 30,							Nine months ended September 30,
	(In thousands)	2013			2012				2013			2012
	Stock options	$	886,281		$	737,208			$	2,831,966		$	1,795,501

	Restricted stock	1,276,153			1,826,888				4,925,085			4,939,347

	Stock-based compensation	$	2,162,434		$	2,564,096			$	7,757,051		$	6,734,848

	Stock Options
	Stock option awards are granted with an exercise price equal to the market price of Webster's stock at the date of grant and vest over periods ranging from three to four years. Each option grants the holder the right to acquire a share of Webster common stock over a contractual life of up to ten years.
	The fair value of each option award is estimated on the date of grant using the Black-Scholes Option-Pricing Model with the following weighted-average assumptions:


		2013			2012
	Weighted-average assumptions:
	Expected term	6.9 years			6.6 years

	Expected dividend yield	1.8	%		1	%
	Expected forfeiture rate	10	%		9	%
	Expected volatility	58.97	%		61.03	%
	Risk-free interest rate	1.36	%		1.3	%
	Fair value of option at grant date	$10.96			$11.71
	As of September 30, 2013, there was $3.0 million of unrecognized compensation expense related to non-vested options that is expected to be recognized over a remaining weighted-average vesting period of 1.7 years.
	The following table summarizes stock option activity under the Plans for the nine month period ending September 30, 2013:


		Nine months ended September 30, 2013
		Number of Shares		Weighted-Average
				Exercise Price
	Outstanding, at January 1, 2013	2,476,645		$	28.99

	Granted	436,043		23

	Exercised	59,521		17.19

	Forfeited/Expired	156,312		29.65

	Outstanding, at September 30, 2013	2,696,855		$	28.25


	Exercisable, at September 30, 2013	2,107,489		$	29.72

	Expected to vest, at September 30, 2013	540,314		$	22.95

	At September 30, 2013, options outstanding included 2,458,697 non-qualified and 238,158 incentive stock options.
	Restricted Stock
	The Company grants time-based restricted stock awards that vest over the applicable service period ranging from one to five years. The Plans limit the number of time-based awards that may be granted to an eligible individual in a calendar year to 100,000 shares. In 2013, the Company granted 222,585 time-based shares. Webster records compensation expense over the vesting period based on the market value on the date of grant.
	The following table summarizes time-based restricted stock activity under the Plans for the nine month period ending September 30, 2013:


		Nine months ended September 30, 2013
		Number of		Weighted-average				Number of		Weighted-average
		Shares		Grant Date				Units		Grant Date
				Fair Value						Fair Value
	Outstanding, at January 1, 2013	249,294		$	22.12			33,742		$	22.12

	Granted	222,585		22.8				—		—

Vested (1)	154,133		21.78				19,700		22.21

Forfeited/Modified	20,531		22.4				9,778		21.67

Outstanding, at September 30, 2013	297,215		$	22.55			4,264		$	22.75

(1) Vested for purposes of recording compensation expense on a straight-line basis.
The Company grants performance-based restricted stock awards that vest after three years. On February 20, 2013, the Company granted 163,519 performance-based shares, the vesting of which is based 50% upon Webster's ranking for total shareholder return versus Webster's 14 bank compensation peer group companies and 50% upon Webster's return on equity over the three year vesting period. Shares vest in a range from zero to 200% of the target number of shares under the grant depending on performance. The 14 bank compensation peer group companies are utilized because they represent the mix of size and type of financial institutions that best compare with Webster. Webster records compensation expense over the vesting period, based on a fair value calculated using the Monte-Carlo simulation model which allows for the incorporation of the performance condition for the 50% of the performance-based shares tied to total shareholder return versus the bank compensation peer group and based on the market value on the date of grant of the remaining 50% of performance-based shares tied to Webster's return on equity. Compensation expense is subject to adjustment based on management's assessment of Webster's return on equity performance relative to the target number of shares condition.
The following table summarizes performance-based restricted stock activity under the Plans for the nine month period ending September 30, 2013:


	Nine months ended September 30, 2013
	Number of		Weighted-average
	Shares		Grant Date
			Fair Value
Outstanding, at January 1, 2013	94,407		$	25.44

Granted	163,519		24.04

Vested (1)	64,169		24.77

Forfeited/Modified	34,825		24.55

Outstanding, at September 30, 2013	158,932		$	24.46

(1) Vested for purposes of recording compensation expense on a straight-line basis.
As of September 30, 2013, there was $10.7 million of unrecognized compensation expense related to non-vested restricted stock awards that is expected to be recognized over a remaining weighted-average vesting period of 1.9 years.

Business_Segments

Business Segments	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Business Segments	'
	Business Segments
	Webster’s operations are divided into three reportable business segments that represent its core businesses – Commercial Banking, Community Banking and Other. Community Banking includes the operating segments of Webster's Personal Bank and Business Banking, and Other includes HSA Bank and Private Banking. These segments reflect how executive management responsibilities are assigned by the chief operating decision maker for each of the core businesses, the products and services provided and the type of customer served, and reflect how discrete financial information is currently evaluated. The Company’s Treasury unit and consumer liquidating portfolio are included in the Corporate and Reconciling category along with the amounts required to reconcile profitability metrics to GAAP reported amounts.
	At December 31, 2012, Webster's operations were divided into four reportable segments that represented its core business - Commercial Banking, Retail Banking, Consumer Finance and Other. In the first quarter of 2013, the Company combined the Retail and Consumer Finance segments and realigned the reporting of the management of its small business and consumer related businesses. Beginning in 2013, some business and mass-market consumer business units had been consolidated into a new reportable segment, "Community Banking", which comprises several similar operating segments. Community Banking includes the Personal Bank (Consumer Finance, Consumer Deposits, Webster Investment Services, the Customer Care Center, eBanking, the ATM network) and Business Banking. This strategic decision organizes the business units more effectively around the customer in an effort to deliver banking products and services when and where the customer desires and in a manner that respects customers' clear and growing preference to do their banking remotely. It also enables Webster to meet most of its customers' personal needs from a single business segment. The 2012 business segment results have been adjusted for comparability to the 2013 segment presentation.
	Webster’s business segment results are intended to reflect each segment as if it were a stand-alone business. Webster uses an internal profitability reporting system to generate information by operating segment, which is based on a series of management estimates and allocations regarding funds transfer pricing, the provision for loan and lease losses, non-interest expense, income taxes and equity capital. These estimates and allocations, certain of which are subjective in nature, are continually being reviewed and refined. Changes in estimates and allocations that affect the reported results of any operating segment do not affect the consolidated financial position or results of operations of Webster as a whole. The full profitability measurement reports which are prepared for each operating segment reflect non-GAAP reporting methodologies. The differences between the full profitability and GAAP measures are reconciled in the Corporate and Reconciling category.
	The Company uses a matched maturity funding concept called funds transfer pricing (“FTP”), to allocate interest income and interest expense to each business while also transferring the primary interest rate risk exposures to the Corporate and Reconciling category. The allocation process considers the specific interest rate risk and liquidity risk of financial instruments and other assets and liabilities in each line of business. The “matched maturity funding concept” considers the origination date and the earlier of the maturity date or the repricing date of a financial instrument to assign an FTP rate for loans and deposits originated each day. Loans are assigned an FTP rate for funds “used” and deposits are assigned an FTP rate for funds “provided.” From a governance perspective, this process is executed by the Company’s Financial Planning and Analysis division, and the process is overseen by the Company’s Asset/Liability Committee (ALCO).
	Webster attributes the provision for loan and lease losses to each segment based on management’s estimate of the inherent loss content in each of the specific loan and lease portfolios. Provision expense, for certain elements of risk that are not deemed specifically attributable to a business segment, such as environmental factors, and provision for the consumer liquidating portfolio, are shown as other reconciling. For the three and nine months ended September 30, 2013, 125.0% and 111.6%, respectively, of the provision expense is specifically attributable to business segments and reported accordingly.
	Webster allocates a majority of non-interest expense to each business segment using a full-absorption costing process. Costs, including corporate overhead, are analyzed, pooled by process, and assigned to the appropriate business segment. Income tax expense is allocated to each business segment based on the effective income tax rate for the period shown.





	The following tables present the results for Webster’s business segments and incorporate the allocation of the provision for loan and lease losses and income tax expense to each of Webster’s business segments for the periods presented:


		Three months ended September 30, 2013
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income (loss)	$	56,430		$	87,949		$	10,733		$	155,112		$	(5,125	)	$	149,987

	Provision (benefit) for loan and lease losses	7,032			3,570			22			10,624			(2,124		)	8,500

	Net interest income (loss) after provision for loan and lease losses	49,398			84,379			10,711			144,488			(3,001		)	141,487

	Non-interest income	8,818			25,387			8,083			42,288			3,969			46,257

	Non-interest expense	24,647			82,748			11,913			119,308			2,973			122,281

	Income before income tax expense	33,569			27,018			6,881			67,468			(2,005		)	65,463

	Income tax expense (benefit)	9,347			7,504			1,941			18,792			(634		)	18,158

	Net income (loss)	$	24,222		$	19,514		$	4,940		$	48,676		$	(1,371	)	$	47,305



		Three months ended September 30, 2012(a)
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income	$	48,127		$	86,263		$	8,526		$	142,916		$	1,974		$	144,890

	(Benefit) provision for loan and lease losses	(5,540		)	9,709			(328		)	3,841			1,159			5,000

	Net interest income after provision for loan and lease losses	53,667			76,554			8,854			139,075			815			139,890

	Non-interest income	7,191			30,312			7,139			44,642			3,837			48,479

	Non-interest expense	24,823			84,408			10,965			120,196			3,691			123,887

	Income before income tax expense	36,035			22,458			5,028			63,521			961			64,482

	Income tax expense	10,893			6,788			1,520			19,201			288			19,489

	Net income	$	25,142		$	15,670		$	3,508		$	44,320		$	673		$	44,993

	(a) Reclassified to conform to the 2013 presentation.


		Nine months ended September 30, 2013
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income (loss)	$	161,008		$	259,037		$	30,008		$	450,053		$	(7,209	)	$	442,844

Provision (benefit) for loan and lease losses	11,449			15,816			72			27,337			(2,837		)	24,500

Net interest income (loss) after provision for loan and lease losses	149,559			243,221			29,936			422,716			(4,372		)	418,344

Non-interest income	20,537			87,654			24,579			132,770			14,016			146,786

Non-interest expense	74,068			251,759			37,112			362,939			8,481			371,420

Income before income tax expense	96,028			79,116			17,403			192,547			1,163			193,710

Income tax expense	28,710			23,654			5,203			57,567			348			57,915

Net income	$	67,318		$	55,462		$	12,200		$	134,980		$	815		$	135,795




	Nine months ended September 30, 2012(a)
(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
	Banking									Segments			Reconciling			Total
Net interest income	$	137,610		$	255,878		$	24,824		$	418,312		$	14,324		$	432,636

(Benefit) provision for loan and lease losses	(10,979		)	20,847			(668		)	9,200			4,800			14,000

Net interest income after provision for loan and lease losses	148,589			235,031			25,492			409,112			9,524			418,636

Non-interest income	21,365			84,385			21,553			127,303			12,515			139,818

Non-interest expense	74,320			257,292			33,193			364,805			14,074			378,879

Income before income tax expense	95,634			62,124			13,852			171,610			7,965			179,575

Income tax expense	28,973			18,821			4,197			51,991			2,413			54,404

Net income	$	66,661		$	43,303		$	9,655		$	119,619		$	5,552		$	125,171

(a) Reclassified to conform to the 2013 presentation.


	Total Assets
(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
	Banking									Segments			Reconciling			Total
At September 30, 2013	$	5,517,704		$	7,703,557		$	326,049		$	13,547,310		$	7,062,244		$	20,609,554

At December 31, 2012	$	5,113,898		$	7,708,159		$	282,414		$	13,104,471		$	7,042,294		$	20,146,765

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Lease Commitments. At September 30, 2013, Webster was obligated under various non-cancelable operating leases for properties used as banking offices and other office facilities. The leases contain renewal options and escalation clauses which provide for increased rental expense, or equipment replaced with new leased equipment, as these leases expire. Rental expense under leases was $5.2 million and $15.3 million and $5.0 million and $15.1 million for the three and nine months ended September 30, 2013 and 2012, respectively, and is recorded as a component of occupancy expense in the accompanying Condensed Consolidated Statements of Income. Rental income from sub-leases on certain of these properties is recorded as a component of occupancy expense in the accompanying Condensed Consolidated Statements of Income, while rental income under various non-cancelable operating leases for properties owned is recorded as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income. Rental income was $0.2 million and $0.7 million and $0.3 million and $0.8 million for the three and nine months ended September 30, 2013 and 2012, respectively. There has been no significant change in future minimum lease payments payable since December 31, 2012. See Webster's 2012 Form 10-K for additional information regarding these commitments.
	Credit-Related Financial Instruments. The Company is a party to credit-related financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit, standby letters of credit and commercial letters of credit. Such commitments involve, to varying degrees, elements of credit and interest rate risk in excess of the amount recognized in the balance sheet. The Company’s exposure to credit loss is represented by the contractual amount of these commitments as it is for on-balance sheet instruments.
	The following table summarizes outstanding financial instruments whose contract amounts represent credit risk:


	(In thousands)	At September 30,			At December 31,
		2013			2012
	Unused commitments to extend credit	$	4,023,250		$	3,801,013

	Standby letters of credit	135,601			139,789

	Commercial letters of credit	9,252			6,535

	Total financial instruments with off-balance sheet risk	$	4,168,103		$	3,947,337

	Unused commitments to extend credit. The Company makes commitments under various terms to lend funds to customers. These commitments include revolving credit arrangements, term loan commitments and short-term borrowing agreements. Many of these loans have fixed expiration dates or other termination clauses where a fee may be required. Since commitments are expected to expire without being funded, the total commitment amounts do not necessarily represent future liquidity requirements.
	Standby letters of credit. Standby letters of credit commit the Company to make payments on behalf of customers if certain specified future events occur. The Company has recourse against the customer for any amount required to be paid to a third party under a standby letter of credit. Historically, a large percentage of standby letters of credit expire without being funded. The contractual amount of standby letters of credit represents the maximum potential amount of future payments the Company could be required to make and represents the Company's maximum credit risk.
	Commercial letters of credit. Commercial letters of credit are issued to facilitate domestic or foreign trade transactions for customers. As a general rule, drafts will be drawn when the goods underlying the transaction are in transit.
	The reserve for unfunded credit commitments is reported as a component of accrued expenses and other liabilities in the accompanying Condensed Consolidated Balance Sheets. The following table provides activity details for the Company’s reserve for unfunded credit commitments:


		Three months ended September 30,					Nine months ended September 30,
	(In thousands)	2013		2012			2013			2012
	Beginning balance	$	4,593	$	5,463		$	5,662		$	5,449

	Provision	64		—			64			259

	Reserve release	—		(267		)	(1,069		)	(512		)

	Ending balance	$	4,657	$	5,196		$	4,657		$	5,196

	Litigation Reserves. Webster is involved in routine legal proceedings occurring in the ordinary course of business and is subject to loss contingencies related to such litigation and claims arising therefrom. Webster evaluates these contingencies based on information currently available, including advice of counsel and assessment of available insurance coverage. Webster establishes accruals for litigation and claims when a loss contingency is considered probable and the related amount is reasonably estimable. These accruals are periodically reviewed and may be adjusted as circumstances change. Webster also estimates certain loss contingencies for possible litigation and claims, whether or not there is an accrued probable loss. Webster believes it has defenses to all the claims asserted against it in existing litigation matters and intends to defend itself in all matters.
	Based upon its current knowledge, after consultation with counsel and after taking into consideration its current litigation accruals, Webster believes that as of September 30, 2013 any reasonably possible losses, in addition to amounts accrued, are not material to Webster’s consolidated financial condition. However, in light of the uncertainties involved in such actions and proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves currently accrued by Webster or that the Company’s litigation reserves will not need to be adjusted in future periods. Such an outcome could be material to the Company’s operating results in a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of the Company’s income for that period.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	9 Months Ended
Summary of Significant Accounting Policies (Policies)	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Nature of Operations.	'
	Nature of Operations. Webster Financial Corporation (collectively, with its consolidated subsidiaries, “Webster” or the “Company”), is a bank holding company and financial holding company under the Bank Holding Company Act of 1956, as amended, headquartered in Waterbury, Connecticut and incorporated under the laws of Delaware in 1986. At September 30, 2013, Webster Financial Corporation's principal asset was all of the outstanding capital stock of Webster Bank, National Association (“Webster Bank”).
	Webster, through Webster Bank and various non-banking financial services subsidiaries, delivers financial services to individuals, families and businesses throughout southern New England and into Westchester County, New York. Webster provides business and consumer banking, mortgage lending, financial planning, trust and investment services through banking offices, ATMs, telephone banking, mobile banking and its Internet website (www.websterbank.com). Webster Bank offers, through its HSA Bank division, health savings accounts on a nationwide basis. Webster also offers equipment financing, commercial real estate lending, and asset-based lending.
Basis of Presentation	'
	Basis of Presentation. The Condensed Consolidated Financial Statements include the accounts of Webster Financial Corporation and all other entities in which it has a controlling financial interest. All significant intercompany balances and transactions have been eliminated in consolidation. Webster's accounting and financial reporting policies conform, in all material respects, to accounting principles generally accepted in the United States (“GAAP”) and to general practices within the financial services industry.
	The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”) under GAAP. Voting interest entities are entities in which the total equity investment at risk is sufficient to enable the entity to finance itself independently and provides the equity holder with the obligation to absorb losses, the right to receive residual returns and the right to make decisions about the entity’s activities. The Company consolidates voting interest entities in which it has all or at least a majority of, the voting interest. VIEs are entities that lack one or more of the characteristics of a voting interest entity. A controlling financial interest in a VIE is present when the Company has both the power and ability to direct the activities of the VIE that most significantly impact the VIE's economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE.
	The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. The trust's only assets are junior subordinated debentures issued by the Company, which were acquired by the trust using the proceeds from the issuance of the trust preferred securities and common stock. The junior subordinated debentures are included in long-term debt and the Company’s equity interests in the trust is included in other assets in the accompanying Condensed Consolidated Balance Sheets. Interest expense on the junior subordinated debentures is reported in interest expense on long-term debt in the accompanying Condensed Consolidated Statements of Income. See Note 9 - Long-Term Debt.
	Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had no impact on the Company's consolidated financial position, results of operations or net change in cash or cash equivalents.
Use of Estimates	'
Use of Estimates	Use of Estimates. The preparation of the Condensed Consolidated Financial Statements in conformity with accounting principles generally accepted in the United States requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the Condensed Consolidated Financial Statements. Actual results could differ from those estimates. The allowance for loan and lease losses, the fair value measurements of financial instruments and valuation of investments for other-than-temporary impairment (“OTTI”), the valuation of goodwill, the deferred tax asset valuation allowance and pension and other postretirement benefits, as well as the status of contingencies are particularly subject to change.
Correction of Immaterial Error Related to Prior Periods	'
Correction of Immaterial Error Related to Prior Periods	Correction of Immaterial Error Related to Prior Periods. During the three months ended September 30, 2013, the Company identified a $1.7 million error applicable to income taxes in prior periods. The error was determined to be immaterial to the results of the prior periods, and the correction of the error resulted in the recognition of a $1.7 million tax benefit in the three months ended September 30, 2013, which was determined to be immaterial to the results of the current period. For more detailed information see the "Income Taxes" section of Management's Discussion and Analysis of Financial Condition and Results of Operations.
Cash and Cash Equivalents	'
	Cash Equivalents and Cash Flows. For the purposes of the Condensed Consolidated Statements of Cash Flows, cash equivalents include cash on hand and due from banks, interest-bearing deposits at the Federal Reserve or other short-term money market investments. Webster classifies financial instruments with maturities of one year or less at the date of purchase as interest-bearing deposits. These deposits are carried at cost, which approximates fair value.
	Cash flows from loans, either originated or acquired, are classified at that time according to management's original intent to either sell or hold the loan for the foreseeable future. When management's intent is to to sell the loan, the cash flows of that loan are presented as operating cash flows. When management's intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
Investment Securities	'
	Investment Securities. Investment securities are classified at the time of purchase as “available for sale”, or “held-to-maturity”. Classification is re-evaluated each quarter to ensure appropriate classification and to maintain consistency with corporate objectives. Debt securities held-to-maturity are those which Webster has the ability and intent to hold to maturity. Securities held-to-maturity are recorded at amortized cost. Amortized cost includes the amortization of premiums or accretion of discounts. Such amortization and accretion is included in interest income from securities. Securities classified as available for sale are recorded at fair value. Unrealized gains and losses, net of taxes, are calculated each reporting period and presented as a separate component of other comprehensive income (“OCI”). Securities transferred from available for sale to held-to-maturity are recorded at fair value at the time of transfer. The respective gain or loss is reclassified as a separate component of OCI and amortized as an adjustment to interest income over the remaining life of the security.
	Investment securities are reviewed quarterly for OTTI. All securities classified as available for sale or held-to-maturity that are in an unrealized loss position are evaluated for OTTI. The evaluation considers several qualitative factors including the amount of the unrealized loss and the period of time the security has been in a loss position. If the Company intends to sell the security or it is more than likely the Company will be required to sell the security prior to recovery of its amortized cost basis, the security is written down to fair value and the loss is recorded in non-interest income in the accompanying Condensed Consolidated Statements of Income. If the Company does not intend to sell the security and it is more likely than not that the Company will not be required to sell the security prior to recovery of its amortized cost basis, only the credit component of any impairment charge of a debt security would be recognized as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income. The remaining loss component would be recorded in OCI. A decline in the value of an equity security that is considered OTTI is recorded as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income.
	The specific identification method is used to determine realized gains and losses on sales of securities.
Loans Held for Sale	'
Loans Held for Sale	Loans Held for Sale. Loans held for sale are primarily residential real estate mortgage loans. Loans typically are assigned this classification upon origination based on management's intent to sell when the loans are underwritten. Loans held for sale are carried at the lower of cost or fair value. Non-residential mortgage loans held for sale are carried at lower of cost or fair value and are valued on individual asset basis. Any cost amount in excess of fair value is recorded as a valuation allowance and recognized as a reduction of other income. Gains or losses on the sale of loans held for sale are included in non-interest income in the accompanying Condensed Consolidated Statements of Income. Direct loan origination costs and fees are deferred and are recognized at the time of sale.
Loans	'
	Loans. Loans are stated at the principal amounts outstanding, net of charged off amounts and unamortized premiums and discounts and net of deferred loan fees and/or costs which are recognized as yield adjustments using the interest method. These yield adjustments are amortized over the contractual life of the related loans adjusted for estimated prepayments when applicable. Interest on loans is credited to interest income as earned based on the interest rate applied to principal amounts outstanding.
	Loans are placed on non-accrual status when timely collection of principal and interest in accordance with contractual terms is doubtful. A loan is transferred to a non-accrual basis generally when principal or interest payments become 90 days delinquent, unless the loan is well secured and in process of collection, or sooner if management concludes circumstances indicate that the borrower may be unable to meet contractual principal or interest payments. Residential real estate and consumer loans are placed on non-accrual status at 90 days past due, or at the date when the Company is notified that the borrower is discharged in bankruptcy. A charge-off is recorded at 180 days if the loan balance exceeds the fair value of the collateral less costs to sell. Commercial, commercial real estate and equipment finance loans are subject to a detailed review when 90 days past due to determine accrual status, or when payment is uncertain and a specific consideration is made to put a loan or lease on non-accrual status.
	When a loan is placed on non-accrual status, the accrual of interest is discontinued and any unpaid accrued interest is reversed and charged against interest income. If ultimate repayment of a non-accrual loan is expected, any payments received are applied in accordance with contractual terms. If ultimate repayment is not expected on commercial, commercial real estate and equipment finance loans, any payment received on a non-accrual loan is applied to principal until the unpaid balance has been fully recovered. Any excess is then credited to interest income when received. If the Company determines, through a current valuation analysis, that principal can be repaid on residential real estate and consumer loans, interest payments may be taken into income as received or on a cash basis. Loans are removed from non-accrual status when they become current as to principal and interest or demonstrate a period of performance under contractual terms and, in the opinion of management, are fully collectible as to principal and interest.
Allowance for Credit Losses	'
	Allowance for Credit Losses. The allowance for credit losses includes the allowance for loan and lease losses and the reserve for unfunded credit commitments.
	Allowance for Loan and Lease Losses (“ALLL”). The allowance for loan and lease losses is a reserve established through a provision for loan and lease losses charged to expense, and represents management’s best estimate of probable losses that may be incurred within the existing loan and lease portfolio as of the balance sheet date. The level of the allowance reflects management’s view of trends in loss activity, current portfolio quality and present economic, political and regulatory conditions. Portions of the allowance may be allocated for specific loans and leases; however, the entire allowance is available for any loan or lease that is charged off. A charge-off is recorded on a case-by-case basis when all or a portion of the loan or lease is deemed to be uncollectible. Back-testing is performed to compare original estimated losses and actual observed losses, resulting in ongoing refinements. While management utilizes its best judgment based on the information available at the time, the ultimate adequacy of the allowance is dependent upon a variety of factors that are beyond the Company’s control, which include the performance of the Company’s portfolio, economic conditions, interest rate sensitivity and the view of the regulatory authorities regarding loan classifications.
	The allowance for loan and lease losses consists of three elements: (i) specific valuation allowances established for probable losses on impaired loans and leases; (ii) quantitative valuation allowances calculated using loss experience for like loans and leases with similar characteristics and trends, adjusted, as necessary, to reflect the impact of current conditions; and (iii) qualitative factors determined based on general economic conditions and other factors that may be internal or external to the Company.
	Loans and leases are considered impaired when, based on current information and events, it is probable the Company will be unable to collect all amounts due in accordance with the original contractual terms of the loan agreement, including scheduled principal and interest payments. Impairment is evaluated on a pooled basis for smaller-balance homogeneous residential and consumer loans. Commercial, commercial real estate and equipment financing loans and leases over a specific dollar amount and all troubled debt restructurings ("TDR") are evaluated individually for impairment. A loan identified as a TDR is considered an impaired loan for the entire term of the loan, with few exceptions. If a loan is impaired, a specific valuation allowance may be established, and the loan is reported net, at the present value of estimated future cash flows using the loan’s original interest rate or at the fair value of collateral less cost to sell if repayment is expected from collateral liquidation. Interest payments on non-accruing impaired loans are typically applied to principal unless collectability of the principal amount is reasonably assured, in which case interest is recognized on a cash basis. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Factors considered by management in determining impairment include payment status, collateral value, discharged bankruptcy and the likelihood of collecting scheduled principal and interest payments. Consumer modified loans are analyzed for re-default probability which is considered when determining the impaired reserve for ALLL. The current or weighted-average (for multiple notes within a commercial borrowing arrangement) interest rate of the loan is used as the discount rate when the interest rate floats with a specified index. A change in terms or payments would be included in the impairment calculation.
	Reserve for Unfunded Commitments. The reserve for unfunded commitments provides for probable losses inherent with funding the unused portion of legal commitments available to lend. The unfunded reserve calculation includes factors that are consistent with ALLL methodology for funded loans using the loss given default, probability of default and a draw down factor applied to the underlying borrower risk and facility risk grades. The changes in the reserve for unfunded credit commitments is reported as a component of other expense and the reserve is recorded within other liabilities.
Troubled Debt Restructurings	'
	Troubled Debt Restructurings. A modified loan is considered a TDR when two conditions are met: (1) the borrower is experiencing financial difficulties and (2) the modification constitutes a concession. The Company considers all aspects of the restructuring in determining whether a concession has been granted, including the debtor's ability to access funds at a market rate. In general, a concession exists when the modified terms of the loan are more attractive to the borrower than standard market terms. Modified terms are dependent upon the financial position and needs of the individual borrower. The Company does not employ modification programs for temporary or trial periods. The most common types of modifications include covenant modifications, forbearance and/or other concessions. If the modification agreement is violated, the loan is reevaluated to determine if it should be handled by the Company’s Restructuring and Recovery group for resolution, which may result in foreclosure. Loans for which the borrower has been discharged under Chapter 7 bankruptcy are considered collateral dependent TDRs, impaired at the date of discharge, and charged down to the fair value of collateral less cost to sell.
	The Company’s policy is to place all consumer loan TDRs on non-accrual status for a minimum period of 6 months. Commercial TDRs are evaluated on a case-by-case basis for determination of whether or not to place on non-accrual status. Loans qualify for return to accrual status once they have demonstrated performance with the restructured terms of the loan agreement for a minimum of 6 months. Initially, all TDRs are reported as impaired. Generally, TDRs are classified as impaired loans and reported as TDRs for the remaining life of the loan. Impaired and TDR classification may be removed if the borrower demonstrates compliance with the modified terms for a minimum of 6 months and through a fiscal year-end, and the restructuring agreement specifies a market rate of interest equal to that which would be provided to a borrower with similar credit at the time of restructuring. In the limited circumstances that a loan is removed from TDR classification it is the Company’s policy to continue to base its measure of loan impairment on the contractual terms specified by the loan agreement.
Transfers and Servicing of Financial Assets	'
	Transfers and Servicing of Financial Assets. Transfers of financial assets are accounted for as sales when control over the assets has been surrendered. Control over transferred assets is generally considered to have been surrendered when (1) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, (2) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and (3) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets.
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loans sales primarily to government-sponsored enterprises through established programs, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses.
	When the Company sells financial assets, it may retain servicing rights and/or other interests in the financial assets. The gain or loss on sale depends on the previous carrying amount of the transferred financial assets and the consideration received and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests held by the Company are carried at the lower of cost or fair value.
Recently Issued Accounting Standards Update	'
	Recently Adopted Accounting Standards Updates
	ASU No. 2011-11, “Balance Sheet (Topic 210): Disclosures about Offsetting Assets and Liabilities”. The ASU expands required disclosures of information related to the nature of an entity’s rights of setoff and related arrangements associated with its financial instruments and derivative instruments, in an effort to enhance comparability between financial statements prepared with GAAP and IFRS. The requirements include disclosure of net and gross positions in covered financial instruments and derivative instruments which are either (1) offset in accordance with ASC Sections 210-20-45 or 815-10-45, or (2) subject to an enforceable netting or other similar arrangement. The disclosures required by this amendment were applied retrospectively for all comparative periods presented. The amendments are effective for fiscal years beginning on or after January 1, 2013, and interim periods within those annual periods. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-01- Balance Sheet (Topic 210): "Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities". The ASU amends Update 2011-11 to clarify that the scope applies to derivatives, repurchase and reverse repurchase agreements, and securities borrowing and lending transactions that are either offset in accordance with Section 210-20-45 or Section 815-10-45 or subject to master netting or similar arrangements. Other types of financial assets and liabilities subject to master netting or similar arrangements are not subject to the disclosure requirements in Update 2011-11. The amendments are effective for fiscal years beginning on or after January 1, 2013, and interim periods within those annual periods. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-02- Comprehensive Income (Topic 220): "Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income". The ASU requires an entity to provide information about the amounts reclassified out of accumulated other comprehensive income by component. In addition, an entity is required to present, either on the face of the statement where net income is presented or in the notes, significant amounts reclassified out of accumulated other comprehensive income by the respective line items of net income but only if the amount reclassified is required under U.S. GAAP to be reclassified to net income in its entirety in the same reporting period. The amendments are effective prospectively for reporting periods beginning after December 15, 2012. The amendments did not have a material impact on the Company's financial statements.
	ASU 2013-10- Derivatives and Hedging (Topic 815): "Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes (a consensus of the FASB Emerging Issues Task Force)". The ASU permits an entity to use the Fed Funds Effective Swap Rate as a U.S. benchmark interest rate for hedge accounting purposes under Topic 815, in addition to the United States Treasury and London Interbank Offered Rate swap rates. The amendments also remove the restriction on using different benchmark rates for similar hedges. The amendments are effective prospectively for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The amendments did not have a material impact on the Company's financial statements.

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Summary Of Investment Securities	'
	A summary of the amortized cost, carrying value, and fair value of Webster’s investment securities is presented below:


		At September 30, 2013
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	200		$	—		$	—		$	200		$	—		$	—		$	200

	Agency collateralized mortgage obligations (“CMOs”)	868,288			18,537			(1,349		)	885,476			—			—			885,476

	Agency mortgage-backed securities (“MBS”)	1,318,550			9,120			(34,416		)	1,293,254			—			—			1,293,254

	Agency commercial mortgage-backed securities (“ACMBS”)	19,988			96			—			20,084			—			—			20,084

	Commercial mortgage-backed securities (“CMBS”)	437,616			29,367			(1,032		)	465,951			—			—			465,951

	Collateralized loan obligations ("CLOs")	333,023			637			(1,126		)	332,534			—			—			332,534

	Pooled trust preferred securities (1)	36,581			—			(6,617		)	29,964			—			—			29,964

	Single issuer trust preferred securities	51,311			—			(8,009		)	43,302			—			—			43,302

	Corporate debt securities	109,529			4,089			—			113,618			—			—			113,618

	Equity securities - financial institutions (2)	6,307			3,082			—			9,389			—			—			9,389

	Total available for sale	$	3,181,393		$	64,928		$	(52,549	)	$	3,193,772		$	—		$	—		$	3,193,772

	Held-to-maturity:
	Agency CMOs	368,980			—			—			368,980			11,590			(492		)	380,078

	Agency MBS	2,095,513			—			—			2,095,513			48,495			(35,832		)	2,108,176

	Municipal bonds and notes	466,084			—			—			466,084			14,135			(743		)	479,476

	CMBS	265,727			—			—			265,727			9,272			(4,028		)	270,971

	Private Label MBS	9,695			—			—			9,695			224			—			9,919

	Total held-to-maturity	$	3,205,999		$	—		$	—		$	3,205,999		$	83,716		$	(41,095	)	$	3,248,620


	Total investment securities	$	6,387,392		$	64,928		$	(52,549	)	$	6,399,771		$	83,716		$	(41,095	)	$	6,442,392


	-1	Amortized cost is net of $9.4 million of credit related other-than-temporary impairment at September 30, 2013.

	-2	Amortized cost is net of $21.3 million of other-than-temporary impairment at September 30, 2013.


		At December 31, 2012
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	200		$	—		$	—		$	200		$	—		$	—		$	200

	Agency CMOs	1,284,126			25,972			(92		)	1,310,006			—			—			1,310,006

Agency MBS	1,121,941			21,437			(1,098		)	1,142,280			—			—			1,142,280

CMBS	359,438			42,086			(3,493		)	398,031			—			—			398,031

CLOs	88,765			—			(225		)	88,540			—			—			88,540

Pooled trust preferred securities (1)	46,018			—			(19,811		)	26,207			—			—			26,207

Single issuer trust preferred securities	51,181			—			(6,766		)	44,415			—			—			44,415

Corporate debt securities	111,281			6,918			—			118,199			—			—			118,199

Equity securities - financial institutions (2)	6,232			2,054			(4		)	8,282			—			—			8,282

Total available for sale	$	3,069,182		$	98,467		$	(31,489	)	$	3,136,160		$	—		$	—		$	3,136,160

Held-to-maturity:
Agency CMOs	500,369			—			—			500,369			16,643			(8		)	517,004

Agency MBS	1,833,677			—			—			1,833,677			88,082			(474		)	1,921,285

Municipal bonds and notes	559,131			—			—			559,131			34,366			(110		)	593,387

CMBS	199,810			—			—			199,810			18,324			—			218,134

Private Label MBS	14,542			—			—			14,542			366			—			14,908

Total held-to-maturity	$	3,107,529		$	—		$	—		$	3,107,529		$	157,781		$	(592	)	$	3,264,718


Total investment securities	$	6,176,711		$	98,467		$	(31,489	)	$	6,243,689		$	157,781		$	(592	)	$	6,400,878


-1	Amortized cost is net of $10.5 million of credit related other-than-temporary impairment at December 31, 2012.

-2	Amortized cost is net of $21.3 million of other-than-temporary impairment at December 31, 2012.
Summary Of Debt Securities By Contractual Maturity	'
	The amortized cost and fair value of debt securities at September 30, 2013, by contractual maturity, are set forth below:


		Available for Sale							Held-to-Maturity
	(In thousands)	Amortized			Fair				Amortized			Fair
		Cost			Value				Cost			Value
	Due in one year or less	$	200		$	200			$	90		$	91

	Due after one year through five years	102,717			106,597				66,262			69,780

	Due after five through ten years	191,973			192,790				138,276			144,351

	Due after ten years	2,880,196			2,884,796				3,001,371			3,034,398

	Total debt securities	$	3,175,086		$	3,184,383			$	3,205,999		$	3,248,620

Summary Of Gross Unrealized Losses Not Considered OTTI	'
	The following tables provide information on the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses that are not deemed to be other-than-temporarily impaired, aggregated by investment security category and length of time that individual investment securities have been in a continuous unrealized loss position:


		At September 30, 2013
		Less Than Twelve Months						Twelve Months or Longer						Total
	(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of		Fair			Unrealized
		Value			Losses			Value			Losses			Holdings		Value			Losses
	Available for sale:
	Agency CMOs	$	90,774		$	(1,255	)	$	9,935		$	(94	)	6		$	100,709		$	(1,349	)

	Agency MBS	880,443			(29,177		)	106,834			(5,239		)	92		987,277			(34,416		)

	CMBS	51,274			(1,032		)	—			—			6		51,274			(1,032		)

	CLOs	217,355			(1,126		)	—			—			14		217,355			(1,126		)

	Pooled trust preferred securities	—			—			29,964			(6,617		)	6		29,964			(6,617		)

	Single issuer trust preferred securities	3,900			(252		)	39,402			(7,757		)	9		43,302			(8,009		)

	Total available for sale in an unrealized loss position	$	1,243,746		$	(32,842	)	$	186,135		$	(19,707	)	133		$	1,429,881		$	(52,549	)

	Held-to-maturity:
	Agency CMOs	29,770			(492		)	—			—			2		29,770			(492		)

	Agency MBS	1,008,677			(34,002		)	41,673			(1,830		)	72		1,050,350			(35,832		)

	Municipal bonds and notes	33,263			(707		)	2,166			(36		)	38		35,429			(743		)

	CMBS	77,145			(4,028		)	—			—			8		77,145			(4,028		)

	Total held-to-maturity in an unrealized loss position	$	1,148,855		$	(39,229	)	$	43,839		$	(1,866	)	120		$	1,192,694		$	(41,095	)


	Total investment securities in an unrealized loss position	$	2,392,601		$	(72,071	)	$	229,974		$	(21,573	)	253		$	2,622,575		$	(93,644	)




		At December 31, 2012
		Less Than Twelve Months						Twelve Months or Longer						Total
	(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of		Fair			Unrealized
		Value			Losses			Value			Losses			Holdings		Value			Losses
	Available for sale:
	Agency CMOs	$	69,936		$	(92	)	$	—		$	—		4		$	69,936		$	(92	)

	Agency MBS	275,818			(1,098		)	—			—			28		275,818			(1,098		)

	CMBS	14,947			(17		)	20,909			(3,476		)	2		35,856			(3,493		)

	CLOs	44,775			(225		)	—			—			2		44,775			(225		)

	Pooled trust preferred securities	—			—			26,207			(19,811		)	8		26,207			(19,811		)

	Single issuer trust preferred securities	—			—			44,415			(6,766		)	9		44,415			(6,766		)

	Equity securities-financial institutions	144			(4		)	—			—			1		144			(4		)

	Total available for sale in an unrealized loss position	$	405,620		$	(1,436	)	$	91,531		$	(30,053	)	54		$	497,151		$	(31,489	)

	Held-to-maturity:
	Agency CMOs	18,741			(8		)	—			—			1		18,741			(8		)

Agency MBS	161,057			(474		)	—			—			12		161,057			(474		)

Municipal bonds and notes	5,990			(51		)	2,858			(59		)	11		8,848			(110		)

Total held-to-maturity in an unrealized loss position	$	185,788		$	(533	)	$	2,858		$	(59	)	24		$	188,646		$	(592	)


Total investment securities in an unrealized loss position	$	591,408		$	(1,969	)	$	94,389		$	(30,112	)	78		$	685,797		$	(32,081	)

Schedule Of Trust Preferred Securities - Pooled Issuers For OTTI Information	'
	The following table summarizes information that was also considered by management in its overall evaluation of the Pooled Trust Preferred Securities portfolio for OTTI in the current reporting period:


	Deal Name	Class	Amortized			Gross			Fair			Lowest Credit	Total OTTI through September 30,			% of		Deferrals/
			Cost (1)			Unrealized			Value			Ratings as of	2013			Performing		Defaults
						Losses						September 30,				Bank/		(As a % of
												2013 (2)				Insurance		Current
																Issuers		Collateral)
	(Dollars in thousands)
	Security H	B	$	3,487		$	(533	)	$	2,954		B	$	(352	)	91.7	%	8	%

	Security I	B	4,468			(716		)	3,752			CCC	(365		)	87.5	%	17.2	%

	Security J	B	5,321			(1,067		)	4,254			CCC	(806		)	91.7	%	10.4	%

	Security K	A	7,432			(1,107		)	6,325			CCC	(2,040		)	69.1	%	33.5	%

	Security L	B	8,728			(1,449		)	7,279			CCC	(867		)	91.3	%	13.2	%

	Security M	A	7,145			(1,745		)	5,400			D	(4,926		)	60.7	%	34.6	%

	Pooled trust preferred securities		$	36,581		$	(6,617	)	$	29,964			$	(9,356	)

	(1)For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.
	(2)The Company utilized credit ratings provided by Moody’s, S&P and Fitch in its evaluation of issuers.
Schedule Of OTTI For Single Issuer Trust Preferred Securities	'
	The following table summarizes the lowest credit rating information that was considered by management in evaluating the Single Issuer Trust Preferred Securities portfolio for OTTI in the current reporting period:


	Deal Name	Amortized			Gross			Fair			Lowest Credit
		Cost			Unrealized			Value			Ratings as of
					Losses						September 30, 2013 (1)
	(Dollars in thousands)
	Security B	$	6,922		$	(922	)	$	6,000		BB

	Security C	8,705			(1,280		)	7,425			BBB

	Security D	9,547			(1,847		)	7,700			B

	Security E	11,804			(1,387		)	10,417			BBB

	Security F	14,333			(2,573		)	11,760			BBB

	Single issuer trust preferred securities	$	51,311		$	(8,009	)	$	43,302

	(1)The Company utilized credit ratings provided by Moody’s, S&P and Fitch in its evaluation of issuers.
Summary Of Sale Proceeds Of Available For Sale Securities	'
	The following table summarizes the proceeds and realized gains recognized from the sale of available for sale securities:


		Three months ended September 30,														Nine months ended September 30,
		2013							2012							2013						2012
	(In thousands)	Proceeds			Gains				Proceeds			Gains				Proceeds			Gains			Proceeds		Gains
	Available for sale:
	Agency CMOs	$	—		$	—			$	16,353		$	4			$	—		$	—		$	44,851	$	897

	Agency MBS	—			—				86,015			806				11,771			106			86,015		806

	CMBS	—			—				—			—				24,750			333			16,284		1,235

	Pooled trust preferred securities	7,740			269				—			—				7,740			269			—		—

	Equity securities - financial institutions	—			—				—			—				—			—			1,073		409

	Available for sale securities	$	7,740		$	269			$	102,368		$	810			$	44,261		$	708		$	148,223	$	3,347

Loans_and_Leases_Loans_and_Lea

Loans and Leases Loans and Leases (Tables)	9 Months Ended
	Sep. 30, 2013
Loans and Leases Receivable Disclosure [Abstract]	'
Schedule of Participating Mortgage Loans	'
	The following tables summarize the recorded investment by portfolio segment:


		At September 30, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total 2
											Real Estate 1			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	143,534		$	52,907		$	62,190		$	138,333		$	292		$	397,256

	Collectively evaluated for impairment	3,217,268			2,487,122			3,134,197			2,853,099			425,535			12,117,221

	Recorded investment in loans and leases	3,360,802			2,540,029			3,196,387			2,991,432			425,827			12,514,477

	Less: Accrued interest	10,225			7,730			10,988			7,569			—			36,512

	Loans and leases	$	3,350,577		$	2,532,299		$	3,185,399		$	2,983,863		$	425,827		$	12,477,965




		At December 31, 2012
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total 2
											Real Estate 1			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	146,944		$	54,793		$	69,426		$	154,978		$	1,980		$	428,121

	Collectively evaluated for impairment	3,155,051			2,584,169			2,843,760			2,635,624			417,331			11,635,935

	Recorded investment in loans and leases	3,301,995			2,638,962			2,913,186			2,790,602			419,311			12,064,056

	Less: Accrued interest	10,271			8,095			9,453			7,541			—			35,360

	Loans and leases	$	3,291,724		$	2,630,867		$	2,903,733		$	2,783,061		$	419,311		$	12,028,696



	-1	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both September 30, 2013 and December 31, 2012.

	-2	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at September 30, 2013 and December 31, 2012, respectively.
Past Due Financing Receivables	'
	The following tables summarize the recorded investment of the Company’s loans and leases portfolio aging by class:


		At September 30, 2013
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family	$	12,259		$	8,851		$	—		$	85,879		$	106,989		$	3,210,931		$	3,317,920

	Construction	—			—			—			390			390			42,492			42,882

	Consumer:
	Home equity loans	10,407			5,318			—			45,504			61,229			2,312,883			2,374,112

	Liquidating portfolio-home equity loans	1,707			1,089			—			6,554			9,350			100,537			109,887

	Other consumer	434			81			—			180			695			55,335			56,030

	Commercial:
	Commercial non-mortgage	2,406			622			4,239			17,453			24,720			2,557,866			2,582,586

	Asset-based loans	—			—			—			—			—			613,801			613,801

	Commercial real estate:
	Commercial real estate	552			—			625			15,883			17,060			2,788,443			2,805,503

	Commercial construction	—			—			—			49			49			161,252			161,301

	Residential development	—			—			—			4,317			4,317			20,311			24,628

	Equipment financing	422			33			—			1,669			2,124			423,703			425,827

	Total	$	28,187		$	15,994		$	4,864		$	177,878		$	226,923		$	12,287,554		$	12,514,477



		At December 31, 2012
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family	$	16,955		$	8,250		$	—		$	94,853		$	120,058		$	3,142,220		$	3,262,278

	Construction	—			360			—			823			1,183			38,535			39,718

	Consumer:
	Home equity loans	17,745			6,993			—			49,516			74,254			2,396,944			2,471,198

	Liquidating portfolio-home equity loans	2,063			1,626			—			8,200			11,889			111,760			123,649

	Other consumer	338			195			—			135			668			43,446			44,114

	Commercial:
	Commercial non-mortgage	2,248			552			347			17,547			20,694			2,386,775			2,407,469

	Asset-based loans	—			—			—			—			—			505,717			505,717

	Commercial real estate:
	Commercial real estate	1,081			13,784			910			15,658			31,433			2,617,213			2,648,646

	Commercial construction	—			—			—			49			49			114,097			114,146

Residential development	—			—			—			5,044			5,044			22,766			27,810

Equipment financing	1,593			333			—			3,325			5,251			414,060			419,311

Total	$	42,023		$	32,093		$	1,257		$	195,150		$	270,523		$	11,793,533		$	12,064,056

Activity In Allowance For Losses	'
	Allowance for Loan and Lease Losses. The following tables summarize the ALLL by portfolio segment:


		Three months ended September 30, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442

	Provision (benefit) charged to expense	1,075			(1,732		)	3,783			6,046			(672		)	—			8,500

	Losses charged off	(3,800		)	(5,827		)	(3,245		)	(4,069		)	(10		)	—			(16,951		)

	Recoveries	152			1,188			426			105			683			—			2,554

	Balance, end of period	$	24,303		$	43,288		$	44,811		$	30,539		$	3,604		$	11,000		$	157,545

	Ending balance: individually evaluated for impairment	$	13,003		$	3,281		$	1,630		$	5,397		$	—		$	—		$	23,311

	Ending balance: collectively evaluated for impairment	$	11,300		$	40,007		$	43,181		$	25,142		$	3,604		$	11,000		$	134,234




		Three months ended September 30, 2012
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	32,063		$	62,237		$	48,768		$	36,506		$	5,433		$	13,750		$	198,757

	Provision (benefit) charged to expense	1,110			9,740			2,944			(4,315		)	(3,479		)	(1,000		)	5,000

	Losses charged off	(3,262		)	(9,234		)	(8,642		)	(2,655		)	(187		)	—			(23,980		)

	Recoveries	353			1,249			1,297			302			3,111			—			6,312

	Balance, end of period	$	30,264		$	63,992		$	44,367		$	29,838		$	4,878		$	12,750		$	186,089

	Ending balance: individually evaluated for impairment	$	15,420		$	7,795		$	4,552		$	3,153		$	3		$	—		$	30,923

	Ending balance: collectively evaluated for impairment	$	14,844		$	56,197		$	39,815		$	26,685		$	4,875		$	12,750		$	155,166




		Nine months ended September 30, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	29,474		$	54,254		$	46,566		$	30,834		$	4,001		$	12,000		$	177,129

	Provision (benefit) charged to expense	2,835			7,328			8,902			9,146			(2,711		)	(1,000		)	24,500

	Losses charged off	(8,848		)	(23,565		)	(13,740		)	(10,339		)	(101		)	—			(56,593		)

	Recoveries	842			5,271			3,083			898			2,415			—			12,509

	Balance, end of period	$	24,303		$	43,288		$	44,811		$	30,539		$	3,604		$	11,000		$	157,545

	Ending balance: individually evaluated for impairment	$	13,003		$	3,281		$	1,630		$	5,397		$	—		$	—		$	23,311

	Ending balance: collectively evaluated for impairment	$	11,300		$	40,007		$	43,181		$	25,142		$	3,604		$	11,000		$	134,234



	Nine months ended September 30, 2012
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	34,565		$	67,785		$	60,681		$	45,013		$	8,943		$	16,500		$	233,487

Provision (benefit) charged to expense	5,398			20,836			8,223			(7,054		)	(9,653		)	(3,750		)	14,000

Losses charged off	(10,329		)	(30,634		)	(29,312		)	(9,569		)	(986		)	—			(80,830		)

Recoveries	630			6,005			4,775			1,448			6,574			—			19,432

Balance, end of period	$	30,264		$	63,992		$	44,367		$	29,838		$	4,878		$	12,750		$	186,089

Ending balance: individually evaluated for impairment	$	15,420		$	7,795		$	4,552		$	3,153		$	3		$	—		$	30,923

Ending balance: collectively evaluated for impairment	$	14,844		$	56,197		$	39,815		$	26,685		$	4,875		$	12,750		$	155,166

Impaired Loans	'
	The following table summarizes the average recorded investment and interest income recognized by class of impaired loans and leases:


		30-Sep-13			Three months ended September 30, 2013			Nine months ended September 30, 2013				30-Sep-12			Three months ended September 30, 2012			Nine months ended September 30, 2012
	(In thousands)	Average			Total			Total				Average			Total			Total
		Recorded			Interest			Interest				Recorded			Interest			Interest
		Investment			Income			Income				Investment			Income			Income
	Residential:
	1-4 family	$	145,107		$	1,533		$	4,570			$	141,749		$	1,485		$	4,236

	Construction	133			2			4				197			2			4

	Consumer:
	Home equity loans	46,962			551			1,700				41,724			633			1,336

	Liquidating portfolio-home equity loans	6,888			112			349				7,721			132			263

	Other consumer	—			—			—				4			—			—

	Commercial:
	Commercial non-mortgage	65,808			794			2,187				93,090			830			3,035

	Asset-based loans	—			—			—				986			—			—

	Commercial real estate:
	Commercial real estate	116,307			1,109			3,675				170,213			1,479			3,921

	Commercial construction	3,593			62			196				7,307			70			216

	Residential development	12,730			99			286				14,083			83			254

	Equipment financing	1,136			6			19				2,207			13			36

	Totals:
	Residential	145,240			1,535			4,574				141,946			1,487			4,240

	Consumer	53,850			663			2,049				49,449			765			1,599

	Commercial	65,808			794			2,187				94,076			830			3,035

	Commercial real estate	132,630			1,270			4,157				191,603			1,632			4,391

	Equipment financing	1,136			6			19				2,207			13			36

	Total	$	398,664		$	4,268		$	12,986			$	479,281		$	4,727		$	13,301

	Impaired Loans and Leases. The following tables summarize impaired loans and leases by class:


		At September 30, 2013
	(In thousands)	Unpaid			Total			Recorded			Recorded			Related
		Principal			Recorded			Investment			Investment			Valuation
		Balance			Investment			No Allowance			With Allowance			Allowance
	Residential:
	1-4 family	$	159,412		$	143,530		$	23,544		$	119,986		$	13,003

	Construction	446			4			1			3			—

	Consumer:
	Home equity loans	55,398			46,169			23,903			22,266			2,752

	Liquidating portfolio-home equity loans	9,092			6,738			3,819			2,919			529

Commercial:
Commercial non-mortgage	67,907			62,190			21,960			40,230			1,630

Commercial real estate:
Commercial real estate	116,349			111,421			54,512			56,909			5,361

Commercial construction	—			—			—			—			—

Residential development	13,717			12,689			12,413			276			36

Equipment financing	331			292			292			—			—

Totals:
Residential	159,858			143,534			23,545			119,989			13,003

Consumer	64,490			52,907			27,722			25,185			3,281

Commercial	67,907			62,190			21,960			40,230			1,630

Commercial real estate	130,066			124,110			66,925			57,185			5,397

Equipment financing	331			292			292			—			—

Total	$	422,652		$	383,033		$	140,444		$	242,589		$	23,311




	At December 31, 2012
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	160,490		$	146,683		$	24,267		$	122,416		$	14,726

Construction	446			261			156			105			5

Consumer:
Home equity loans	56,815			47,755			23,967			23,788			2,960

Liquidating portfolio-home equity loans	11,788			7,038			3,663			3,375			651

Commercial:
Commercial non-mortgage	90,627			69,426			21,942			47,484			6,423

Commercial real estate:
Commercial real estate	123,861			121,193			65,212			55,981			2,572

Commercial construction	7,177			7,185			7,185			—			—

Residential development	13,444			12,771			5,029			7,742			111

Equipment financing	2,357			1,980			1,781			199			1

Totals:
Residential	160,936			146,944			24,423			122,521			14,731

Consumer	68,603			54,793			27,630			27,163			3,611

Commercial	90,627			69,426			21,942			47,484			6,423

Commercial real estate	144,482			141,149			77,426			63,723			2,683

Equipment financing	2,357			1,980			1,781			199			1

Total	$	467,005		$	414,292		$	153,202		$	261,090		$	27,449

Troubled Debt Restructurings on Financing Receivables	'
	The following table summarizes the information for the Company’s TDRs:


	(Dollars in thousands)	At September 30,				At December 31,
		2013				2012
	Recorded investment of TDRs:
	Accrual status	$	260,786			$	288,578

	Non-accrual status	110,888				115,583

	Total recorded investment of TDRs	$	371,674			$	404,161

	Accruing TDRs performing under modified terms more than one year	60.1		%		60.2		%
	Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	23,153			$	27,317

	Additional funds committed to borrowers in TDR status (1)	8,171				3,263



	-1	This amount may be limited by contractual rights and/or the underlying collateral supporting the loan or lease.
	The following tables provide information on loans and leases modified as TDRs within the previous 12 months and for which there was a payment default during the periods presented:


		Three months ended September 30,
		2013					2012
	(Dollars in thousands)	Number of	Recorded				Number of	Recorded
		Loans and	Investment				Loans and	Investment
		Leases					Leases
	Residential:
	1-4 family	8	$	1,116			—	$	—

	Consumer:
	Home equity loans	2	51				—	—

	Liquidating portfolio-home equity loans	1	2				3	93

	Commercial:
	Commercial non-mortgage	1	500				—	—

	Commercial real estate:
	Commercial real estate	—	—				—	—

	Total	12	$	1,669			3	$	93




		Nine months ended September 30,
		2013					2012
	(Dollars in thousands)	Number of	Recorded				Number of	Recorded
		Loans and	Investment				Loans and	Investment
		Leases					Leases
	Residential:
	1-4 family	12	$	1,814			1	$	406

	Consumer:
	Home equity loans	6	341				3	554

	Liquidating portfolio-home equity loans	1	2				3	93

	Commercial:
	Commercial non-mortgage	1	500				—	—

Commercial real estate:
Commercial real estate	—	—				—	—

Total	20	$	2,657			7	$	1,053

TDR loans may be modified by means of extended maturity, below market adjusted interest rates, a combination of rate and maturity, or by other means including covenant modifications, or other concessions. The following tables provide information on how loans and leases were modified as TDRs in the period:


	Three months ended September 30,
	2013																2012
(In thousands)	Extended			Adjusted			Combination			Other (1)			Total				Extended			Adjusted			Combination		Other (1)		Total
	Maturity			Interest			of Rate and										Maturity			Interest			of Rate and
				Rates			Maturity													Rates			Maturity
Residential:
1-4 family	$	1,898		$	654		$	1,142		$	1,178		$	4,872			$	604		$	—		$	2,131	$	14,706	$	17,441

Construction	—			—			—			—			—				—			—			—		159		159

Consumer:
Home equity loans	213			—			157			688			1,058				38			117			448		22,674		23,277

Liquidating portfolio-home equity loans	93			—			7			123			223				—			—			—		5,542		5,542

Commercial:
Commercial non-mortgage	—			—			353			4,568			4,921				—			—			737		4,049		4,786

Commercial real estate:
Commercial real estate	—			—			340			—			340				—			—			—		21,507		21,507

Residential development	—			—			—			—			—				—			—			—		—		—

Equipment financing	—			—			—			—			—				—			—			248		—		248

Total TDRs	$	2,204		$	654		$	1,999		$	6,557		$	11,414			$	642		$	117		$	3,564	$	68,637	$	72,960




	Nine months ended September 30,
	2013																2012
(In thousands)	Extended			Adjusted			Combination			Other (1)			Total				Extended			Adjusted			Combination		Other (1)		Total
	Maturity			Interest			of Rate and										Maturity			Interest			of Rate and
				Rates			Maturity													Rates			Maturity
Residential:
1-4 family	$	4,418		$	1,888		$	7,213		$	5,611		$	19,130			$	1,634		$	1,006		$	5,695	$	17,934	$	26,269

Construction	—			—			—			—			—				—			—			104		159		263

Consumer:
Home equity loans	788			154			1,374			2,720			5,036				993			224			1,335		22,997		25,549

Liquidating portfolio-home equity loans	173			—			7			477			657				35			—			—		5,542		5,577

Commercial:
Commercial non-mortgage	7,520			—			982			4,607			13,109				314			—			1,023		20,435		21,772

Commercial real estate:
Commercial real estate	38			—			12,015			—			12,053				2,068			—			245		21,606		23,919

Residential development	189			—			—			—			189				—			—			—		—		—

Equipment financing	—			—			—			—			—				142			—			288		160		590

Total TDRs	$	13,126		$	2,042		$	21,591		$	13,415		$	50,174			$	5,186		$	1,230		$	8,690	$	88,833	$	103,939


-1	Includes covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, and/or other concessions.
The following tables provide information on loans and leases modified as TDRs in the period:


	Three months ended September 30,
	2013											2012
(Dollars in thousands)	Number of		Pre-			Post-			Post-			Number of		Pre-			Post-			Post-
	Loans and		Modification			Modification			Modification			Loans and		Modification			Modification			Modification
	Leases		Recorded			Recorded			Coupon			Leases		Recorded			Recorded			Coupon
			Investment			Investment			Rate					Investment			Investment			Rate
Residential:
1-4 family	24		$	4,872		$	4,872		4.5	%		120		$	17,441		$	17,441		4.7	%

Construction	—		—			—			—			1		159			159			6.4

Consumer:
Home equity loans	31		1,058			1,058			5.2			459		23,277			23,277			5.1

Liquidating portfolio-home equity loans	10		223			223			5.6			108		5,542			5,542			5.5

Commercial:
Commercial non-mortgage	14		4,921			4,921			5.4			8		4,786			4,786			3.1

Commercial real estate:
Commercial real estate	2		340			340			5.6			4		21,507			21,507			2.2

Residential development	—		—			—			—			—		—			—			—

Equipment financing	—		—			—			—			1		248			248			6.1

Total TDRs	81		$	11,414		$	11,414		5	%		701		$	72,960		$	72,960		4.1	%




	Nine months ended September 30,
	2013											2012
(Dollars in thousands)	Number of		Pre-			Post-			Post-			Number of		Pre-			Post-			Post-
	Loans and		Modification			Modification			Modification			Loans and		Modification			Modification			Modification
	Leases		Recorded			Recorded			Coupon			Leases		Recorded			Recorded			Coupon
			Investment			Investment			Rate					Investment			Investment			Rate
Residential:
1-4 family	96		$	19,130		$	19,130		4	%		170		$	26,269		$	26,269		4.4	%

Construction	—		—			—			—			2		263			263			6.6

Consumer:
Home equity loans	96		5,036			5,036			4.4			486		25,549			25,549			5

Liquidating portfolio-home equity loans	19		657			657			5.2			112		5,577			5,577			5.6

Commercial:
Commercial non-mortgage	24		13,109			13,109			6.5			33		21,772			21,772			6.3

Commercial real estate:
Commercial real estate	5		12,053			12,053			2.8			7		23,919			23,919			2.5

Residential development	2		189			189			5			—		—			—			—

Equipment financing	—		—			—			—			8		590			590			6.7

Total TDRs	242		$	50,174		$	50,174		4.4	%		818		$	103,939		$	103,939		4.6	%

Financing Receivable Credit Quality Indicators	'
	The recorded investment in commercial and commercial real estate loans and equipment financing leases segregated by risk rating exposure is as follows:


	(In thousands)	Commercial								Commercial Real Estate								Equipment Financing
		At September 30,				At December 31,				At September 30,				At December 31,				At September 30,				At December 31,
		2013				2012				2013				2012				2013				2012
	(1) - (6) Pass	$	2,990,708			$	2,701,061			$	2,865,921			$	2,588,987			$	403,943			$	381,304

	(7) Special Mention	74,439				43,856				9,535				56,023				7,466				12,893

	(8) Substandard	130,301				167,485				115,434				143,904				14,418				25,114

	(9) Doubtful	939				784				542				1,688				—				—

	(10) Loss	—				—				—				—				—				—

	Total	$	3,196,387			$	2,913,186			$	2,991,432			$	2,790,602			$	425,827			$	419,311

	The recorded investment in commercial, commercial real estate and equipment financing TDRs segregated by risk rating exposure is as follows:


	(In thousands)	At September 30,				At December 31,
		2013				2012
	(1) - (6) Pass	$	56,456			$	56,661

	(7) Special Mention	—				—

	(8) Substandard	118,353				143,903

	(9) Doubtful	423				1,860

	(10) Loss	—				—

	Total	$	175,232			$	202,424

Transfers_of_Financial_Assets_1

Transfers of Financial Assets and Mortgage Servicing Assets Transfers of Financial Assets and Mortgage Servicing Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Transfers and Servicing [Abstract]	'
Schedule Of Reserve For Loan Repurchases Table	'
	The following table provides detail of activity in the Company’s reserve for loan repurchases:


		Three months ended September 30,						Nine months ended September 30,
	(In thousands)	2013			2012			2013			2012
	Beginning balance	$	2,648		$	2,394		$	2,617		$	2,269

	Provision	447			522			1,462			1,103

	Loss on repurchased loans and settlements	(586		)	(312		)	(1,570		)	(768		)
	Ending balance	$	2,509		$	2,604		$	2,509		$	2,604

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill And Other Intangible Assets, Net Of Accumulated Amortization	'
	The following tables present the carrying value allocated to the business segments for goodwill and other intangible assets, net of accumulated amortization:


		At September 30, 2013
	(In thousands)	Goodwill		Core Deposits
	Business Segments/reporting units

	Consumer Deposits a	$	377,605	$	6,544

	Small Business Banking a	138,955		—

	Community Banking	516,560		6,544

	Other (HSA Bank)	13,327		—

	Total	$	529,887	$	6,544

	a) These reporting units are included in the Community Banking segment for financial reporting purposes.



		At December 31, 2012
	(In thousands)	Goodwill		Core Deposits
	Business Segments
	Retail Banking	$	516,560	$	10,270

	Other (HSA Bank)	13,327		—

	Total	$	529,887	$	10,270

Schedule of Finite-Lived Intangible Assets	'
	The gross carrying value and accumulated amortization of other intangible assets allocated to the business segments are as follows:


		At September 30, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount
	Core deposits:
	Community Banking/Consumer Deposits a	$	49,420	$	(42,876	)	$	6,544

	Core deposits	$	49,420	$	(42,876	)	$	6,544

	a) These reporting units are included in the Community Banking segment for financial reporting purposes.


		At December 31, 2012
	(In thousands)	Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount
	Core deposits:
	Retail Banking	$	49,420	$	(39,150	)	$	10,270

	Other (HSA Bank)	4,699		(4,699		)	—

	Core deposits	$	54,119	$	(43,849	)	$	10,270

Schedule Of Expected Amortization Expense, Next Four Years	'
	Estimated annual amortization expense is summarized below:


	(In thousands)
	Remainder of 2013	$	1,193

	2014	2,685

	2015	1,523

	2016	1,143

	Total	$	6,544

Deposits_Tables

Deposits (Tables)	9 Months Ended
	Sep. 30, 2013
Banking and Thrift [Abstract]	'
Summary Of Deposits	'
	A summary of deposits by type follows:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Non-interest-bearing:
	Demand	$	2,968,727	$	2,881,131

	Interest-bearing:
	Checking	1,895,362		1,810,040

	Health savings accounts	1,478,758		1,269,727

	Money market	2,571,712		2,205,072

	Savings	3,827,345		3,819,713

	Time deposits	2,257,627		2,545,152

	Total interest-bearing	12,030,804		11,649,704

	Total deposits	$	14,999,531	$	14,530,835


	Demand deposit overdrafts reclassified as loan balances	$	1,745	$	1,654

Scheduled Maturities Of Time Deposits	'
	At September 30, 2013, the scheduled maturities of time deposits (certificates of deposit and brokered deposits) are as follows:


	(In thousands)
	Years ending December 31:
	2013	$	372,906

	2014	1,110,328

	2015	393,203

	2016	207,395

	2017	68,333

	Thereafter	105,462

	Time deposits	$	2,257,627

Additional Information Of Deposits	'
	The following table presents additional information about the Company’s brokered deposits:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Interest-bearing checking obtained through brokers	$	56,306	$	43,693

	Time deposits obtained through brokers	133,554		126,299

	Total brokered deposits	$	189,860	$	169,992

Securities_Sold_Under_Agreemen1

Securities Sold Under Agreements to Repurchase and Other Borrowings (Tables)	9 Months Ended
	Sep. 30, 2013
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Abstract]	'
Summary Of Securities Sold Under Agreements To Repurchase And Other Borrowings	'
	The following table summarizes securities sold under agreements to repurchase and other borrowings:


	(In thousands)	At September 30,		At December 31,
		2013		2012
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	337,290	$	326,160

	Callable at the option of the counterparty	100,000		300,000

	Non-callable	550,000		450,000

		987,290		1,076,160

	Other borrowings:
	Federal funds purchased	385,000		—

	Total securities sold under agreements to repurchase and other borrowings	$	1,372,290	$	1,076,160

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	9 Months Ended
	Sep. 30, 2013
Federal Home Loan Banks [Abstract]	'
Summary Of Advances Payable To The Federal Home Loan Bank	'
	The following table summarizes Federal Home Loan Bank advances:


		At September 30, 2013				At December 31, 2012
	(Dollars in thousands)	Total		Weighted-		Total		Weighted-
		Outstanding		Average Contractual Coupon Rate		Outstanding		Average Contractual Coupon Rate
	Stated Maturity:
	2013	$	1,100,000	0.19	%	$	1,425,000	0.34	%

	2016	145,934		1.8		145,934		1.8

	2017	500		5.66		500		5.66

	2018-2032	355,968		1.32		256,093		1.29

		1,602,402		0.59	%	1,827,527		0.59	%

	Unamortized premiums	67				85

	Total Federal Home Loan Bank advances	$	1,602,469			$	1,827,612

LongTerm_Debt_Tables

Long-Term Debt (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Schedule Of Long-Term Debt	'
	The following table summarizes long-term debt:


	(Dollars in thousands)	Maturity Date	Stated Interest Rate	At September 30,			At December 31,
				2013			2012
	Senior fixed-rate notes	2014	5.13%	150,000			150,000

	Subordinated fixed-rate notes (1)	2013	5.88%	—			102,579

	Junior subordinated debt Webster Statutory Trust I floating-rate notes (2)	2033	3.20%	77,320			77,320

	Total notes and subordinated debt			227,320			329,899

	Unamortized discount, net			(39		)	(93		)
	Hedge accounting adjustments			1,865			4,470

	Total long-term debt			$	229,146		$	334,276


	-1	The Bank used cash on hand to pay off the subordinated fixed-rate notes which matured on January 15, 2013.

	-2	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.204% at September 30, 2013 and 3.258% at December 31, 2012.

Other_Comprehensive_Income_Tab

Other Comprehensive Income (Tables)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Schedule of Other Comprehensive Income (Loss)	'
	The following tables summarize the changes in accumulated other comprehensive (loss) income by component:


		Three months ended September 30, 2013
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(22,872	)	$	2,729		$	(44,996	)	$	(65,139	)

	Other comprehensive (loss) income before reclassifications	(1,413		)	5,330			528			4,445

	Amounts reclassified from accumulated other comprehensive (loss) income	1,400			(173		)	526			1,753

	Net current-period other comprehensive (loss) income, net of tax	(13		)	5,157			1,054			6,198

	Ending balance	$	(22,885	)	$	7,886		$	(43,942	)	$	(58,941	)



		Three months ended September 30, 2012
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(28,396	)	$	29,768		$	(45,250	)	$	(43,878	)

	Other comprehensive (loss) income before reclassifications	(1,384		)	14,817			360			13,793

	Amounts reclassified from accumulated other comprehensive (loss) income	676			(527		)	659			808

	Net current-period other comprehensive (loss) income, net of tax	(708		)	14,290			1,019			14,601

	Ending balance	$	(29,104	)	$	44,058		$	(44,231	)	$	(29,277	)



		Nine months ended September 30, 2013
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(27,902	)	$	42,741		$	(47,105	)	$	(32,266	)

	Other comprehensive income (loss) before reclassifications	467			(34,400		)	1,584			(32,349		)

	Amounts reclassified from accumulated other comprehensive (loss) income	4,550			(455		)	1,579			5,674

	Net current-period other comprehensive income (loss), net of tax	5,017			(34,855		)	3,163			(26,675		)

	Ending balance	$	(22,885	)	$	7,886		$	(43,942	)	$	(58,941	)



		Nine months ended September 30, 2012
	(In thousands)	Derivative Instruments			Available For Sale and Transferred Securities			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(28,884	)	$	15,967		$	(47,287	)	$	(60,204	)

	Other comprehensive (loss) income before reclassifications	(3,065		)	30,267			1,079			28,281

	Amounts reclassified from accumulated other comprehensive (loss) income	2,845			(2,176		)	1,977			2,646

	Net current-period other comprehensive (loss) income, net of tax	(220		)	28,091			3,056			30,927

	Ending balance	$	(29,104	)	$	44,058		$	(44,231	)	$	(29,277	)


Schedule of Accumulated Other Comprehensive Income (Loss)	'
	The following tables summarize the reclassifications out of accumulated other comprehensive (loss) income:


		Three months ended September 30,
		2013			2012
	Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Derivative instruments:
	Cash flow hedges	$	(2,182	)	$	(1,053	)	Total interest expense
	Tax benefit	782			377			Income tax expense

	Net of tax	$	(1,400	)	$	(676	)
	Available for sale and transferred securities:
	Unrealized gains (losses) on available for sale securities	$	269		$	810		Net gain on sale of investment securities

	Tax expense	(96		)	(283		)	Income tax expense
	Net of tax	$	173		$	527

	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	(803	)	$	(1,009	)	Compensation and benefits
	Prior service costs	(18		)	(18		)	Compensation and benefits
	Tax benefit	295			368			Income tax expense

	Net of tax	$	(526	)	$	(659	)


		Nine months ended September 30,
		2013			2012
	Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Derivative instruments:
	Cash flow hedges	$	(7,090	)	$	(4,431	)	Total interest expense
	Tax benefit	2,540			1,586			Income tax expense

	Net of tax	$	(4,550	)	$	(2,845	)
	Available for sale and transferred securities:
	Unrealized gains (losses) on available for sale securities	$	708		$	3,347		Net gain on sale of investment securities

	Tax expense	(253		)	(1,171		)	Income tax expense
	Net of tax	$	455		$	2,176

	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	(2,407	)	$	(3,026	)	Compensation and benefits
	Prior service costs	(54		)	(54		)	Compensation and benefits
	Tax benefit	882			1,103			Income tax expense

	Net of tax	$	(1,579	)	$	(1,977	)

Regulatory_Matters_Tables

Regulatory Matters (Tables)	9 Months Ended
	Sep. 30, 2013
Regulatory Matters Disclosure [Abstract]	'
Information On The Capital Ratios	'
	The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank, N.A.:


		Actual				Capital Requirements				Well Capitalized
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	At September 30, 2013
	Webster Financial Corporation
	Total risk-based capital	$	1,939,194	14.3	%	$	1,088,630	8	%	$	1,360,788	10	%

	Tier 1 capital	1,775,605		13.1		544,315		4		816,473		6

	Tier 1 leverage capital	1,775,605		9		792,663		4		990,829		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,791,608	13.2	%	$	1,084,672	8	%	$	1,355,840	10	%

	Tier 1 capital	1,629,406		12		542,336		4		813,504		6

	Tier 1 leverage capital	1,629,406		8.2		791,132		4		988,915		5

	At December 31, 2012
	Webster Financial Corporation
	Total risk-based capital	$	1,840,736	13.7	%	$	1,072,749	8	%	$	1,340,936	10	%

	Tier 1 capital	1,672,009		12.5		536,375		4		804,562		6

	Tier 1 leverage capital	1,672,009		8.7		767,289		4		959,111		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,718,564	12.9	%	$	1,069,652	8	%	$	1,337,064	10	%

	Tier 1 capital	1,551,238		11.6		534,826		4		802,239		6

	Tier 1 leverage capital	1,551,238		8.1		766,025		4		957,532		5

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Share Basic And Diluted	'
	The calculation of basic and diluted earnings per common share follows:


		Three months ended September 30,						Nine months ended September 30,
	(In thousands, except per share data)	2013			2012			2013			2012
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	44,666		$	44,378		$	127,631		$	123,326

	Less: Dividends to participating shares	(48		)	(37		)	(137		)	(102		)
	Income allocated to participating shares	(114		)	(149		)	(360		)	(470		)
	Net income allocated to common shareholders	$	44,504		$	44,192		$	127,134		$	122,754


	Shares:
	Weighted-average common shares outstanding - basic	89,759			87,394			88,318			87,301

	Effect of dilutive securities:
	Stock options and restricted stock	451			260			406			281

	Warrants - Series A1 and A2	—			4,114			1,300			4,060

	Warrants - other	213			116			169			112

	Weighted-average common shares outstanding - diluted	90,423			91,884			90,193			91,754


	Earnings per common share:
	Basic	$	0.5		$	0.51		$	1.44		$	1.41

	Diluted	0.49			0.48			1.41			1.34

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges	'
	The table below presents the fair value of Webster’s derivative financial instruments designated as cash flow hedges as well as their classification in the accompanying Condensed Consolidated Balance Sheets:


			At September 30, 2013								At December 31, 2012
	(Dollars in thousands)	Balance Sheet	# of	Notional			Estimated				# of	Notional			Estimated
		Classification	Instruments	Amount			Fair				Instruments	Amount			Fair
							Value								Value
	Interest rate derivatives designated as cash flow hedges:
	Forward-settle interest rate swap on anticipated debt (1)	Other liabilities	2	$	50,000		$	(901	)		—	$	—		$	—

	Forward-settle interest rate swap on anticipated debt	Other liabilities	4	100,000			(1,293		)		4	100,000			(1,130		)

	Interest rate cap on FHLB advances	Other assets	2	50,000			3,048				—	—			—

	Interest rate swap on FHLB advances	Other liabilities	—	—			—				1	100,000			(497		)

	(1) Inter-affiliate swaps between the Bank and holding company total an additional $100 million in aggregate notional value with gains and losses that offset.
Net Impact On Interest Expense Related To Cash Flow Hedges	'
	The net impact on interest expense related to cash flow hedges is presented below:


		Three months ended September 30,
		2013							2012
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Impact reported as an increase (reduction) in interest expense on borrowings:
	Interest rate swaps on FHLB advances	$	—		$	1,353			$	351		$	1,139

	Interest rate swaps on subordinated debt	—			—				—			(21		)

	Interest rate swaps on repurchase agreements	—			829				—			830

	Interest rate swaps on trust preferred securities	—			—				—			(16		)

	Net impact on interest expense on borrowings	$	—		$	2,182			$	351		$	1,932



		Nine months ended September 30,
		2013							2012
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Impact reported as an increase (reduction) in interest expense on borrowings:
	Interest rate swaps on FHLB advances	$	498		$	4,604			$	1,018		$	3,417

	Interest rate swaps on subordinated debt	—			(3		)		—			(70		)

	Interest rate swaps on repurchase agreements	—			2,489				—			2,129

	Interest rate swaps on trust preferred securities	—			—				—			(105		)

	Net impact on interest expense on borrowings	$	498		$	7,090			$	1,018		$	5,371

Net Impact On Interest Expense Related To Fair Value Hedges	'
	The net impact on interest expense related to fair value hedges is presented below:


		Three months ended September 30,							Nine months ended September 30,
	(In thousands)	2013			2012				2013			2012
	Impact reported as a reduction in interest expense on borrowings:
	Interest rate swaps on senior notes	$	(799	)	$	(799	)		$	(2,398	)	$	(2,398	)
	Interest rate swaps on subordinated debt	—			(621		)		(207		)	(2,028		)

	Net impact on interest expense on borrowings	$	(799	)	$	(1,420	)		$	(2,605	)	$	(4,426	)
Interest Rate Swaps And Caps Not Designated For Hedge Accounting	'
	Webster had the following outstanding interest rate swaps and caps that were not designated for hedge accounting:


			At September 30, 2013
							Estimated Fair Value
	(Dollars in thousands)	Balance Sheet	# of	Notional			Gain			Loss			Net
		Classification	Instruments	Amount
	Webster with customer position:
	Commercial loan interest rate derivatives	Other assets	153	$	820,055		$	33,028		$	—		$	33,028

	Commercial loan interest rate derivatives	Other liabilities	66	561,956			—			(8,379		)	(8,379		)

	Total customer position		219	$	1,382,011		$	33,028		$	(8,379	)	$	24,649


	Webster with counterparty position:
	Commercial loan interest rate derivatives	Other assets	26	$	266,320		$	3,151		$	(710	)	$	2,441

	Commercial loan interest rate derivatives	Other liabilities	186	1,115,631			9,695			(26,130		)	(16,435		)

	Total counterparty position		212	$	1,381,951		$	12,846		$	(26,840	)	$	(13,994	)



			At December 31, 2012
							Estimated Fair Value
	(Dollars in thousands)	Balance Sheet	# of	Notional			Gain			Loss			Net
		Classification	Instruments	Amount
	Webster with customer position:
	Commercial loan interest rate derivatives	Other assets	178	$	1,009,623		$	50,969		$	—		$	50,969

	Commercial loan interest rate derivatives	Other liabilities	23	193,946			—			(124		)	(124		)

	Total customer position		201	$	1,203,569		$	50,969		$	(124	)	$	50,845


	Webster with counterparty position:
	Commercial loan interest rate derivatives	Other liabilities	194	$	1,203,512		$	544		$	(41,965	)	$	(41,421	)

	Total counterparty position		194	$	1,203,512		$	544		$	(41,965	)	$	(41,421	)

Changes In Fair Value Of Non-Hedge Accounting Derivatives	'
	Webster reported the changes in the fair value of non-hedge accounting derivatives as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income as follows:


		Three months ended September 30,							Nine months ended September 30,
	(In thousands)	2013			2012				2013			2012
	Impact reported in other non-interest income:
	Visa swap	$	(35	)	$	(60	)		$	(86	)	$	(532	)
	Commercial loan interest rate derivatives, net	1,546			1,511				3,230			4,288

	Fed funds futures contracts	(450		)	(229		)		(290		)	(12		)
	Net impact on other non-interest income	$	1,061		$	1,222			$	2,854		$	3,744

Offsetting Assets and Liabilities	'
	The tables below present the financial assets and liabilities for derivative positions, summarized by counterparty:


		At September 30, 2013
						Hedge Accounting Positions							Non-Hedge Accounting Positions
	(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
	Counterparty:
	Dealer A	$	383,632			$	—		$	(388	)		$	4,009		$	(10,783	)	$	(7,162	)	$	7,100		$	—

	Dealer B	343,467				—			—				3,241			(10,128		)	(6,887		)	7,100			213

	Dealer C	14,666				—			—				1			(1,492		)	(1,491		)	—			—

	Dealer D	291,320				1,471			—				3,150			(710		)	3,911			(4,100		)	—

	Dealer E	283,681				1,576			(513		)		2,373			(2,494		)	942			(1,160		)	—

	Dealer F	265,185				—			(1,293		)		72			(1,233		)	(2,454		)	7,225			4,771

	Total	$	1,581,951			$	3,047		$	(2,194	)		$	12,846		$	(26,840	)	$	(13,141	)	$	16,165

	(1) Net positive exposure represents over-collateralized loss positions which can be the result of OTC clearing house initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act ("Dodd-Frank").


		At December 31, 2012
						Hedge Accounting Positions							Non-Hedge Accounting Positions
	(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM Loss			Cash Collateral Posted			Net Exposure
	Counterparty:
	Dealer A	$	561,716			$	—		$	(985	)		$	199		$	(16,721	)	$	(17,507	)	$	17,900		$	393

	Dealer B	403,097				—			(642		)		139			(15,281		)	(15,784		)	16,980			1,196

	Dealer C	15,221				—			—				1			(2,038		)	(2,037		)	—			—

	Dealer D	184,648				—			—				53			(2,506		)	(2,453		)	2,600			147

	Dealer E	238,830				—			—				152			(5,419		)	(5,267		)	5,290			23

	Total	$	1,403,512			$	—		$	(1,627	)		$	544		$	(41,965	)	$	(43,048	)	$	42,770

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Of Assets And Liabilities Measured On Recurring Basis	'
	A summary of fair values for assets and liabilities measured at fair value on a recurring basis is as follows:


		At September 30, 2013
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
	U.S. Treasury Bills	$	200		$	200		$	—		$	—

	Agency CMOs	885,476			—			885,476			—

	Agency MBS	1,293,254			—			1,293,254			—

	Agency CMBS	20,084			—			20,084			—

	CMBS	465,951			—			465,951			—

	CLOs	332,534			—			332,534			—

	Pooled trust preferred securities	29,964			—			—			29,964

	Single issuer trust preferred securities	43,302			—			43,302			—

	Corporate debt	113,618			—			113,618			—

	Equity securities	9,389			9,114			275			—

	Total available for sale securities	3,193,772			9,314			3,154,494			29,964

	Derivative instruments:
	Interest rate derivatives	38,517			—			38,517			—

	Investments held in Rabbi Trust	5,909			5,909			—			—

	Alternative investments	804			—			—			804

	Total financial assets held at fair value	$	3,239,002		$	15,223		$	3,193,011		$	30,768

	Financial liabilities held at fair value:
	Derivative instruments:
	Interest rate derivatives	$	27,008		$	—		$	27,008		$	—

	Fed Fund futures contracts	187			187			—			—

	Visa Swap	5			—			5			—

	Mortgage banking derivatives	384			—			384			—

	Total financial liabilities held at fair value	$	27,584		$	187		$	27,397		$	—




		At December 31, 2012
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
U.S. Treasury Bills	$	200		$	200		$	—		$	—

Agency CMOs	1,310,006			—			1,310,006			—

Agency MBS	1,142,280			—			1,142,280			—

CMBS	398,031			—			398,031			—

CLOs	88,540			—			—			88,540

Pooled trust preferred securities	26,207			—			—			26,207

Single issuer trust preferred securities	44,415			—			44,415			—

Corporate debt	118,199			—			118,199			—

Equity securities	8,282			8,082			200			—

Total available for sale securities	3,136,160			8,282			3,013,131			114,747

Derivative instruments:
Interest rate derivatives	50,969			—			50,969			—

Mortgage banking derivatives	2,898			—			2,898			—

Investments held in Rabbi Trust	5,741			5,741			—			—

Alternative investments	1,533			—			—			1,533

Total financial assets held at fair value	$	3,197,301		$	14,023		$	3,066,998		$	116,280

Financial liabilities held at fair value:
Derivative instruments:
Interest rate derivatives	$	43,172		$	—		$	43,172		$	—

Fed Fund futures contracts	125			125			—			—

Visa swap	4			—			4			—

Total financial liabilities held at fair value	$	43,301		$	125		$	43,176		$	—

Schedule Of Quantitative Inputs And Assumptions For Items Categorized In Level 3 Of The Fair Value Hierarchy	'
	The following table presents the changes in Level 3 assets and liabilities that are measured at fair value on a recurring basis:


		Three months ended September 30,							Nine months ended September 30,
	(In thousands)	2013			2012				2013			2012
	Level 3, beginning of period	$	31,572		$	30,976			$	116,280		$	32,814

	Transfers out of Level 3 (1) (2)	—			—				(248,844		)	(975		)

	Change in unrealized loss included in other comprehensive income	7,194			1,587				14,194			2,279

	Unrealized loss included in net income	(70		)	(539		)		(355		)	(1,161		)
	Realized gain on sale of available for sale securities	269			—				269			—

	Purchases/capital calls	—			—				159,412			126

	Sales/proceeds	(7,740		)	—				(7,740		)	—

	Accretion/amortization	26			63				214			79

	Calls/paydowns	(483		)	(2,219		)		(2,662		)	(3,294		)
	Level 3, end of period	$	30,768		$	29,868			$	30,768		$	29,868


	-1	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. The methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for these CLOs is active and there is ample price transparency.

	-2	As of January 1, 2012, auction rate preferred securities were transferred from Level 3 to Level 2. These securities are considered to be Level 2 based upon observable market activity at full par value for recent transactions.
	The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:


		At September 30, 2013
	(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
							(Weighted-Average)
	Pooled trust preferred securities	$	29,964		Discounted cash flow	Discount rate	6.84 - 7.93%
							-7.71%
						Credit spread	318-428 bps (406 bps)
Schedule Of Valuation Methodology And Unobservable Inputs	'
	The table below presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis:


		At September 30, 2013
	(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
	Impaired Loans	$	41,177		Real Estate Appraisals	Discount for dated appraisal	0% - 30%

						Discount for costs to sell	3% - 8%
	Other Real Estate	$	7,919		Appraisals	Discount for costs to sell	8%

						Discount for appraisal type	25% - 50%
	Mortgage Servicing Assets	$	25,496		Discounted cash flow	Constant prepayment rate	6.7% - 26.6%

						Discount Rates	3.1% - 6.0%
Summary Of Estimated Fair Values Of Significant Financial Instruments	'
	The tables below summarize the estimated fair values of significant financial instruments:



		At September 30, 2013
	(In thousands)	Carrying		Quoted Prices in			Significant Other			Significant
		Balance		Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
	Assets
	Securities available for sale	3,193,772		$	9,314		$	3,154,494		$	29,964

	Securities held-to-maturity	3,205,999		—			3,248,620			—

	Loans held for sale	40,193		—			—			40,193

	Loans and leases, net	12,320,420		—			—			12,410,295

	Mortgage servicing assets (a)	20,577		—			—			25,496

	Alternative investments	19,048		—			—			19,048

	Derivative instruments	38,517		—			38,517			—

	Investments held in Rabbi Trust	5,909		5,909			—			—

	Liabilities
	Deposits other than time deposits	12,741,904		—			12,741,904			—

	Time deposits	2,257,627		—			2,280,333			—

	Securities sold under agreements to repurchase and other borrowings	1,372,290		—			1,404,532			—

	Federal Home Loan Bank advances (b)	1,602,469		—			1,636,387			—

	Long-term debt (c)	229,146		—			224,097			—

	Derivative instruments	27,584		187			27,397			—



		At December 31, 2012
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets
	Securities available for sale	$	3,136,160		$	8,282		$	3,013,131		$	114,747

	Securities held-to-maturity	3,107,529			—			3,264,718			—

	Loans held for sale	107,633			—			—			107,633

	Loans and leases, net	11,851,567			—			—			12,005,555

	Mortgage servicing assets (a)	14,027			—			—			15,881

	Alternative investments	19,523			—			—			19,523

	Derivative instruments	53,867			—			53,867			—

	Investments held in Rabbi Trust	5,741			5,741			—			—

Liabilities
Deposits other than time deposits	11,985,683			—			11,985,683			—

Time deposits	2,545,152			—			2,584,921			—

Securities sold under agreements to repurchase and other borrowings	1,076,160			—			1,134,614			—

Federal Home Loan Bank advances (b)	1,827,612			—			1,843,615			—

Long-term debt (c)	334,276			—			298,807			—

Derivative instruments	43,301			125			43,176			—


(a)	The carrying amount of mortgage servicing assets is net of $0.4 million and $1.8 million reserves at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.

(b)	The carrying amount of FHLB advances is net of $67 thousand and $85 thousand in unamortized premiums at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.

(c)	The carrying amount of long-term debt is net of $1.8 million and $4.4 million in hedge accounting adjustments and discounts at September 30, 2013 and December 31, 2012, respectively. The estimated fair value does not include such adjustments.

Pension_and_Other_Postretireme1

Pension and Other Postretirement Benefits (Tables)	9 Months Ended
	Sep. 30, 2013
Compensation and Retirement Disclosure [Abstract]	'
Summary of Net Periodic Benefit Cost	'
	The following tables summarize the components of net periodic benefit cost:


		Three months ended September 30,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2013			2012			2013		2012		2013		2012
	Net Periodic Benefit Cost Recognized in Net Income:
	Service cost (benefits earned during the period)	$	10		$	7		$	—	$	—	$	—	$	—

	Interest cost on benefit obligations	1,841			1,827			72		79		30		44

	Expected return on plan assets	(2,779		)	(2,517		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		18		18

	Recognized net loss	1,590			1,525			32		18		7		26

	Net periodic benefit cost recognized in net income	$	662		$	842		$	104	$	97	$	55	$	88




		Nine months ended September 30,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2013			2012			2013		2012		2013		2012
	Net Periodic Benefit Cost Recognized in Net Income:
	Service cost (benefits earned during the period)	$	30		$	22		$	—	$	—	$	—	$	—

	Interest cost on benefit obligations	5,524			5,480			217		237		90		132

	Expected return on plan assets	(8,336		)	(7,551		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		54		54

	Recognized net loss	4,767			4,576			94		53		21		77

	Net periodic benefit cost recognized in net income	$	1,985		$	2,527		$	311	$	290	$	165	$	263

StockBased_Compensation_Plans_

Stock-Based Compensation Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Schedule of Compensation Cost for Share-based Payment Arrangements, Allocation of Share-based Compensation Costs by Plan [Table Text Block]	'
	Stock-based compensation expense recognized in the accompanying Condensed Consolidated Statements of Income is summarized in the following table:


		Three months ended September 30,						Nine months ended September 30,
	(In thousands)	2013			2012			2013			2012
	Stock options	$	886,281		$	737,208		$	2,831,966		$	1,795,501

	Restricted stock	1,276,153			1,826,888			4,925,085			4,939,347

	Stock-based compensation	$	2,162,434		$	2,564,096		$	7,757,051		$	6,734,848

Summary Of Weighted-Average Assumptions	'
	The fair value of each option award is estimated on the date of grant using the Black-Scholes Option-Pricing Model with the following weighted-average assumptions:


		2013			2012
	Weighted-average assumptions:
	Expected term	6.9 years			6.6 years

	Expected dividend yield	1.8	%		1	%
	Expected forfeiture rate	10	%		9	%
	Expected volatility	58.97	%		61.03	%
	Risk-free interest rate	1.36	%		1.3	%
	Fair value of option at grant date	$10.96			$11.71
Summary Of Stock Option Activity	'
	The following table summarizes stock option activity under the Plans for the nine month period ending September 30, 2013:


		Nine months ended September 30, 2013
		Number of Shares		Weighted-Average
				Exercise Price
	Outstanding, at January 1, 2013	2,476,645		$	28.99

	Granted	436,043		23

	Exercised	59,521		17.19

	Forfeited/Expired	156,312		29.65

	Outstanding, at September 30, 2013	2,696,855		$	28.25


	Exercisable, at September 30, 2013	2,107,489		$	29.72

	Expected to vest, at September 30, 2013	540,314		$	22.95

Summary Of Restricted Stock Activity	'
	The following table summarizes performance-based restricted stock activity under the Plans for the nine month period ending September 30, 2013:


		Nine months ended September 30, 2013
		Number of		Weighted-average
		Shares		Grant Date
				Fair Value
	Outstanding, at January 1, 2013	94,407		$	25.44

	Granted	163,519		24.04

	Vested (1)	64,169		24.77

	Forfeited/Modified	34,825		24.55

	Outstanding, at September 30, 2013	158,932		$	24.46

	(1) Vested for purposes of recording compensation expense on a straight-line basis.
	The following table summarizes time-based restricted stock activity under the Plans for the nine month period ending September 30, 2013:


		Nine months ended September 30, 2013
		Number of		Weighted-average			Number of		Weighted-average
		Shares		Grant Date			Units		Grant Date
				Fair Value					Fair Value
	Outstanding, at January 1, 2013	249,294		$	22.12		33,742		$	22.12

	Granted	222,585		22.8			—		—

	Vested (1)	154,133		21.78			19,700		22.21

	Forfeited/Modified	20,531		22.4			9,778		21.67

	Outstanding, at September 30, 2013	297,215		$	22.55		4,264		$	22.75

	(1) Vested for purposes of recording compensation expense on a straight-line basis.

Business_Segments_Tables

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Operating Results And Total Assets Reportable Segments	'
	The following tables present the results for Webster’s business segments and incorporate the allocation of the provision for loan and lease losses and income tax expense to each of Webster’s business segments for the periods presented:


		Three months ended September 30, 2013
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income (loss)	$	56,430		$	87,949		$	10,733		$	155,112		$	(5,125	)	$	149,987

	Provision (benefit) for loan and lease losses	7,032			3,570			22			10,624			(2,124		)	8,500

	Net interest income (loss) after provision for loan and lease losses	49,398			84,379			10,711			144,488			(3,001		)	141,487

	Non-interest income	8,818			25,387			8,083			42,288			3,969			46,257

	Non-interest expense	24,647			82,748			11,913			119,308			2,973			122,281

	Income before income tax expense	33,569			27,018			6,881			67,468			(2,005		)	65,463

	Income tax expense (benefit)	9,347			7,504			1,941			18,792			(634		)	18,158

	Net income (loss)	$	24,222		$	19,514		$	4,940		$	48,676		$	(1,371	)	$	47,305



		Three months ended September 30, 2012(a)
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income	$	48,127		$	86,263		$	8,526		$	142,916		$	1,974		$	144,890

	(Benefit) provision for loan and lease losses	(5,540		)	9,709			(328		)	3,841			1,159			5,000

	Net interest income after provision for loan and lease losses	53,667			76,554			8,854			139,075			815			139,890

	Non-interest income	7,191			30,312			7,139			44,642			3,837			48,479

	Non-interest expense	24,823			84,408			10,965			120,196			3,691			123,887

	Income before income tax expense	36,035			22,458			5,028			63,521			961			64,482

	Income tax expense	10,893			6,788			1,520			19,201			288			19,489

	Net income	$	25,142		$	15,670		$	3,508		$	44,320		$	673		$	44,993

	(a) Reclassified to conform to the 2013 presentation.


		Nine months ended September 30, 2013
	(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
		Banking									Segments			Reconciling			Total
	Net interest income (loss)	$	161,008		$	259,037		$	30,008		$	450,053		$	(7,209	)	$	442,844

	Provision (benefit) for loan and lease losses	11,449			15,816			72			27,337			(2,837		)	24,500

	Net interest income (loss) after provision for loan and lease losses	149,559			243,221			29,936			422,716			(4,372		)	418,344

	Non-interest income	20,537			87,654			24,579			132,770			14,016			146,786

	Non-interest expense	74,068			251,759			37,112			362,939			8,481			371,420

	Income before income tax expense	96,028			79,116			17,403			192,547			1,163			193,710

	Income tax expense	28,710			23,654			5,203			57,567			348			57,915

Net income	$	67,318		$	55,462		$	12,200		$	134,980		$	815		$	135,795




	Nine months ended September 30, 2012(a)
(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
	Banking									Segments			Reconciling			Total
Net interest income	$	137,610		$	255,878		$	24,824		$	418,312		$	14,324		$	432,636

(Benefit) provision for loan and lease losses	(10,979		)	20,847			(668		)	9,200			4,800			14,000

Net interest income after provision for loan and lease losses	148,589			235,031			25,492			409,112			9,524			418,636

Non-interest income	21,365			84,385			21,553			127,303			12,515			139,818

Non-interest expense	74,320			257,292			33,193			364,805			14,074			378,879

Income before income tax expense	95,634			62,124			13,852			171,610			7,965			179,575

Income tax expense	28,973			18,821			4,197			51,991			2,413			54,404

Net income	$	66,661		$	43,303		$	9,655		$	119,619		$	5,552		$	125,171

(a) Reclassified to conform to the 2013 presentation.


	Total Assets
(In thousands)	Commercial			Community Banking			Other			Total Business			Corporate and			Consolidated
	Banking									Segments			Reconciling			Total
At September 30, 2013	$	5,517,704		$	7,703,557		$	326,049		$	13,547,310		$	7,062,244		$	20,609,554

At December 31, 2012	$	5,113,898		$	7,708,159		$	282,414		$	13,104,471		$	7,042,294		$	20,146,765

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Outstanding Financial Instruments Contract Amounts Represent Credit Risk	'
	The following table summarizes outstanding financial instruments whose contract amounts represent credit risk:


	(In thousands)	At September 30,			At December 31,
		2013			2012
	Unused commitments to extend credit	$	4,023,250		$	3,801,013

	Standby letters of credit	135,601			139,789

	Commercial letters of credit	9,252			6,535

	Total financial instruments with off-balance sheet risk	$	4,168,103		$	3,947,337

Reserve For Unfunded Credit Commitments	'
	The following table provides activity details for the Company’s reserve for unfunded credit commitments:


		Three months ended September 30,					Nine months ended September 30,
	(In thousands)	2013		2012			2013			2012
	Beginning balance	$	4,593	$	5,463		$	5,662		$	5,449

	Provision	64		—			64			259

	Reserve release	—		(267		)	(1,069		)	(512		)

	Ending balance	$	4,657	$	5,196		$	4,657		$	5,196

Recovered_Sheet1

Summary Of Significant Accounting Policies (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	element		element
	condition		condition
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'	'	'	'
Immaterial Error Correction	'1.7	'	'	'
Income tax expense	$18,158	$19,489	$57,915	$54,404
Number of grace period days to become non-accrual loans	'	'	'90 days	'
Term past due loans places on non-accrual status	'	'	'90 days	'
Number of grace period days to charge-off loans	'	'	'180 days	'
Number of allowance for loan and lease loss elements	3	'	3	'
Number of TDR conditions	2	'	2	'
Minimum period troubled debt restructurings placed on non-accrual status	'	'	'6 months	'
Minimum [Member]	'	'	'	'
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'	'	'	'
Minimum Demonstrated Performance Period Troubled Debt Restructurings Returned To Accrual Status	'	'	'6 months	'
Immaterial error [Member]	'	'	'	'
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'	'	'	'
Income tax expense	$1,700	'	'	'

Investment_Securities_Summary_

Investment Securities (Summary Of Investment Securities) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	$3,181,393		$3,069,182
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	64,928		98,467
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-52,549		-31,489
Fair Value	3,193,772		3,136,160
Held-to-maturity - Carrying value	3,205,999		3,107,529
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	83,716		157,781
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-41,095		-592
Held to Maturity, Fair Value - Total debt securities	3,248,620		3,264,718
Total investment securities, Amortized Cost	6,387,392		6,176,711
Total investment securities, Recognized in OCI - Gross Unrealized Gains	64,928		98,467
Total investment securities, Recognized in OCI - Gross Unrealized Losses	-52,549		-31,489
Total investment securities, Carrying Value	6,399,771		6,243,689
Total investment securities, Not Recognized in OCI - Gross Unrealized Gains	83,716		157,781
Total investment securities, Not Recognized in OCI - Gross Unrealized Losses	-41,095		-592
Total investments securities, Fair Value	6,442,392		6,400,878
U.S. Treasury Bills [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	200		200
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	200		200
Agency CMOs [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	868,288		1,284,126
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	18,537		25,972
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-1,349		-92
Fair Value	885,476		1,310,006
Held-to-maturity - Carrying value	368,980		500,369
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	11,590		16,643
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-492		-8
Held to Maturity, Fair Value - Total debt securities	380,078		517,004
Agency MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	1,318,550		1,121,941
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	9,120		21,437
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-34,416		-1,098
Fair Value	1,293,254		1,142,280
Held-to-maturity - Carrying value	2,095,513		1,833,677
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	48,495		88,082
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-35,832		-474
Held to Maturity, Fair Value - Total debt securities	2,108,176		1,921,285
Agency commercial mortgage-backed securities (ACMBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	19,988		'
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	96		'
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		'
Fair Value	20,084		'
CMBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	437,616		359,438
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	29,367		42,086
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-1,032		-3,493
Fair Value	465,951		398,031
Held-to-maturity - Carrying value	265,727		199,810
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	9,272		18,324
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-4,028		0
Held to Maturity, Fair Value - Total debt securities	270,971		218,134
CLOs [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	333,023		88,765
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	637		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-1,126		-225
Fair Value	332,534		88,540
Pooled trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	36,581	[1]	46,018	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0	[1]	0	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-6,617	[1]	-19,811	[2]
Fair Value	29,964	[1]	26,207	[2]
Single issuer trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	51,311		51,181
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-8,009		-6,766
Fair Value	43,302		44,415
Corporate debt securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	109,529		111,281
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	4,089		6,918
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	113,618		118,199
Equity securities - financial institutions [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	6,307	[3]	6,232	[4]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	3,082	[3]	2,054	[4]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0	[3]	-4	[4]
Fair Value	9,389	[3]	8,282	[4]
Municipal bonds and notes [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity - Carrying value	466,084		559,131
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	14,135		34,366
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-743		-110
Held to Maturity, Fair Value - Total debt securities	479,476		593,387
Private Label MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity - Carrying value	9,695		14,542
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	224		366
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	0		0
Held to Maturity, Fair Value - Total debt securities	$9,919		$14,908

[1]	Amortized cost is net of $9.4 million of credit related other-than-temporary impairment at SeptemberÂ 30, 2013.
[2]	Amortized cost is net of $10.5 million of credit related other-than-temporary impairment at DecemberÂ 31, 2012.
[3]	Amortized cost is net of $21.3 million of other-than-temporary impairment at SeptemberÂ 30, 2013.
[4]	Amortized cost is net of $21.3 million of other-than-temporary impairment at DecemberÂ 31, 2012.

Investment_Securities_Summary_1

Investment Securities (Summary Of Investment Securities) (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Categories of Investments [Domain]	'	'
Schedule of Investments [Line Items]	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$9,400	$10,500
Accumulated Other-than-Temporary Impairment [Member]	'	'
Schedule of Investments [Line Items]	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$21,300	$21,300

Investment_Securities_Summary_2

Investment Securities (Summary Of Debt Securities By Contractual Maturity) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Amortized Cost - Due in one year or less	$200	'
Available for Sale, Amortized Cost - Due after one year through five years	102,717	'
Available for Sale, Amortized Cost - Due after five through ten years	191,973	'
Available for Sale, Amortized Cost - Due after ten years	2,880,196	'
Available for Sale, Amortized Cost - Total debt securities	3,175,086	'
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Fair Value - Due in one year or less	200	'
Available for Sale, Fair Value - Due after one year through five years	106,597	'
Available for Sale, Fair Value - Due after five through ten years	192,790	'
Available for Sale, Fair Value - Due after ten years	2,884,796	'
Available for Sale, Fair Value - Total debt securities	3,184,383	'
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]	'	'
Held to Maturity, Amortized Cost - Due in one year or less	90	'
Held to Maturity, Amortized Cost - Due after one year through five years	66,262	'
Held to Maturity, Amortized Cost - Due after five through ten years	138,276	'
Held to Maturity, Amortized Cost - Due after ten years	3,001,371	'
Held to Maturity, Amortized Cost - Total debt securities	3,205,999	'
Held-to-maturity Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]	'	'
Held to Maturity, Fair Value - Due in one year or less	91	'
Held to Maturity, Fair Value - Due after one year through five years	69,780	'
Held to Maturity, Fair Value - Due after five through ten years	144,351	'
Held to Maturity, Fair Value - Due after ten years	3,034,398	'
Held to Maturity, Fair Value - Total debt securities	$3,248,620	$3,264,718

Investment_Securities_Narrativ

Investment Securities (Narrative) (Detail) (USD $)	3 Months Ended			9 Months Ended
Investment Securities (Narrative) (Detail) (USD $)	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	$3,193,772,000		'	$3,193,772,000		'	$3,136,160,000
Pledged securities as required or permitted by law	2,900,000,000		'	2,900,000,000		'	2,500,000,000
Investments in obligations of individual states, counties or municipalities	6,387,392,000		'	6,387,392,000		'	6,176,711,000
Unrealized loss	-52,549,000		'	-52,549,000		'	-31,489,000
Number of positions	133		'	133		'	54
Held-to-maturity securities unrealized loss	-41,095,000		'	-41,095,000		'	-592,000
Number of unrealized loss positions	120		'	120		'	24
US Treasury Bill Securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	849,700,000		'	849,700,000		'	'
US States and Political Subdivisions Debt Securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Investments in obligations of individual states, counties or municipalities	0		'	0		'	0
Agency collateralized mortgage obligations (CMOs) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	885,476,000		'	885,476,000		'	1,310,006,000
Unrealized loss	-1,349,000		'	-1,349,000		'	-92,000
Number of positions	6		'	6		'	4
Held-to-maturity securities unrealized loss	-492,000		'	-492,000		'	-8,000
Number of unrealized loss positions	2		'	2		'	1
Collateralized loan obligations (CLOs) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	332,534,000		'	332,534,000		'	88,540,000
Unrealized loss	-1,126,000		'	-1,126,000		'	-225,000
Number of positions	14		'	14		'	2
Pooled trust preferred securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	29,964,000	[1]	'	29,964,000	[1]	'	26,207,000	[2]
Unrealized loss	-6,617,000	[1]	'	-6,617,000	[1]	'	-19,811,000	[2]
Number of positions	6		'	6		'	8
Increase in pooled issuers trust preferred securities	'		'	3,800,000		'	'
Increase (decrease) in available-for-sale securities, gross unrealized loss	'		'	-13,200,000		'	'
Average period for discount cash flows	'		'	'6 months		'	'
Single issuer trust preferred securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	43,302,000		'	43,302,000		'	44,415,000
Unrealized loss	-8,009,000		'	-8,009,000		'	-6,766,000
Number of positions	9		'	9		'	9
Increase in pooled issuers trust preferred securities	'		'	-1,100,000		'	'
Increase (decrease) in available-for-sale securities, gross unrealized loss	'		'	-1,200,000		'	'
Number of investments issued	'		'	5		'	'
Number of large capitalization money center financial institutions	'		'	3		'	'
Corporate debt securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	113,618,000		'	113,618,000		'	118,199,000
Unrealized loss	0		'	0		'	0
Equity securities - financial institutions [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	9,389,000	[3]	'	9,389,000	[3]	'	8,282,000	[4]
Unrealized loss	0	[3]	'	0	[3]	'	-4,000	[4]
Number of positions	'		'	'		'	1
Agency MBS [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	1,293,254,000		'	1,293,254,000		'	1,142,280,000
Unrealized loss	-34,416,000		'	-34,416,000		'	-1,098,000
Number of positions	92		'	92		'	28
Held-to-maturity securities unrealized loss	-35,832,000		'	-35,832,000		'	-474,000
Number of unrealized loss positions	72		'	72		'	12
Municipal bonds and notes [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Held-to-maturity securities unrealized loss	-743,000		'	-743,000		'	-110,000
Percentage of bank qualified bonds with credit rating range of AAA to A	'		'	93.90%		'	'
Percentage Of Bank Qualified Bonds With Credit Rating Range Of A To AAA	'		'	95.80%		'	'
Percentage of municipal bond Portfolio comprised of General Obligation bonds	'		'	85.00%		'	'
Percentage of municipal bond portfolio comprised of Revenue bonds	'		'	14.50%		'	'
Percentage of municipal bond portfolio comprised of other bonds	'		'	0.50%		'	'
Number of unrealized loss positions	38		'	38		'	11
CMBS [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available for sale, at fair value	465,951,000		'	465,951,000		'	398,031,000
Unrealized loss	-1,032,000		'	-1,032,000		'	-3,493,000
Number of positions	6		'	6		'	2
Held-to-maturity securities unrealized loss	-4,028,000		'	-4,028,000		'	0
Number of unrealized loss positions	8		'	8		'	'
Private Label MBS [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Held-to-maturity securities unrealized loss	0		'	0		'	0
Alternative Investments [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Alternative investments	19,000,000		'	19,000,000		'	19,500,000
Principal Investment Loss	$70,000		$518,000	$354,000		$775,000	'

[1]	Amortized cost is net of $9.4 million of credit related other-than-temporary impairment at SeptemberÂ 30, 2013.
[2]	Amortized cost is net of $10.5 million of credit related other-than-temporary impairment at DecemberÂ 31, 2012.
[3]	Amortized cost is net of $21.3 million of other-than-temporary impairment at SeptemberÂ 30, 2013.
[4]	Amortized cost is net of $21.3 million of other-than-temporary impairment at DecemberÂ 31, 2012.

Investment_Securities_Summary_3

Investment Securities (Summary Of Gross Unrealized Losses Not Considered OTTI) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	holding		holding
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	$1,243,746		$405,620
Available for sale, Unrealized Losses - Less Than Twelve Months	-32,842		-1,436
Available for sale, Fair Value - Twelve Months or Longer	186,135		91,531
Available for sale, Unrealized Losses - Twelve Months or Longer	-19,707		-30,053
Available for sale, Number of Holdings - Total	133		54
Available for sale, Fair Value - Total	1,429,881		497,151
Available for sale, Unrealized Losses - Total	-52,549		-31,489
Held-to-maturity, Fair Value - Less Than Twelve Months	1,148,855		185,788
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-39,229		-533
Held-to-maturity, Fair Value - Twelve Months or Longer	43,839		2,858
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-1,866		-59
Held-to-maturity, Number of Holdings - Total	120		24
Held-to-maturity, Fair Value - Total	1,192,694		188,646
Held-to-maturity, Unrealized Losses - Total	-41,095		-592
Total investment securities, Fair Value - Less Than Twelve Months	2,392,601		591,408
Total investment securities - Unrealized Losses - Less Than Twelve Months	72,071		1,969
Total investment securities - Fair Value - Twelve Months or Longer	229,974		94,389
Total investment securities, Unrealized Losses - Twelve Months or Longer	-21,573		-30,112
Total investment securities, Number of Holdings - Total	253		78
Total investment securities - Fair Value - Total	2,622,575		685,797
Total investment securities - Unrealized Losses - Total	-93,644		-32,081
Agency CMOs [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	90,774		69,936
Available for sale, Unrealized Losses - Less Than Twelve Months	-1,255		-92
Available for sale, Fair Value - Twelve Months or Longer	9,935		0
Available for sale, Unrealized Losses - Twelve Months or Longer	-94		'
Available for sale, Number of Holdings - Total	6		4
Available for sale, Fair Value - Total	100,709		69,936
Available for sale, Unrealized Losses - Total	-1,349		-92
Held-to-maturity, Fair Value - Less Than Twelve Months	29,770		18,741
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-492		-8
Held-to-maturity, Fair Value - Twelve Months or Longer	0		'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	0		'
Held-to-maturity, Number of Holdings - Total	2		1
Held-to-maturity, Fair Value - Total	29,770		18,741
Held-to-maturity, Unrealized Losses - Total	-492		-8
Agency MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	880,443		275,818
Available for sale, Unrealized Losses - Less Than Twelve Months	-29,177		-1,098
Available for sale, Fair Value - Twelve Months or Longer	106,834		'
Available for sale, Unrealized Losses - Twelve Months or Longer	-5,239		'
Available for sale, Number of Holdings - Total	92		28
Available for sale, Fair Value - Total	987,277		275,818
Available for sale, Unrealized Losses - Total	-34,416		-1,098
Held-to-maturity, Fair Value - Less Than Twelve Months	1,008,677		161,057
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-34,002		-474
Held-to-maturity, Fair Value - Twelve Months or Longer	41,673		'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-1,830		'
Held-to-maturity, Number of Holdings - Total	72		12
Held-to-maturity, Fair Value - Total	1,050,350		161,057
Held-to-maturity, Unrealized Losses - Total	-35,832		-474
CMBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	51,274		14,947
Available for sale, Unrealized Losses - Less Than Twelve Months	-1,032		-17
Available for sale, Fair Value - Twelve Months or Longer	'		20,909
Available for sale, Unrealized Losses - Twelve Months or Longer	'		-3,476
Available for sale, Number of Holdings - Total	6		2
Available for sale, Fair Value - Total	51,274		35,856
Available for sale, Unrealized Losses - Total	-1,032		-3,493
Held-to-maturity, Fair Value - Less Than Twelve Months	77,145		'
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-4,028		'
Held-to-maturity, Fair Value - Twelve Months or Longer	'		'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	'		'
Held-to-maturity, Number of Holdings - Total	8		'
Held-to-maturity, Fair Value - Total	77,145		'
Held-to-maturity, Unrealized Losses - Total	-4,028		0
CLOs [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	217,355		44,775
Available for sale, Unrealized Losses - Less Than Twelve Months	-1,126		-225
Available for sale, Fair Value - Twelve Months or Longer	0		0
Available for sale, Unrealized Losses - Twelve Months or Longer	0		0
Available for sale, Number of Holdings - Total	14		2
Available for sale, Fair Value - Total	217,355		44,775
Available for sale, Unrealized Losses - Total	-1,126		-225
Pooled trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	'		0
Available for sale, Unrealized Losses - Less Than Twelve Months	'		'
Available for sale, Fair Value - Twelve Months or Longer	29,964		26,207
Available for sale, Unrealized Losses - Twelve Months or Longer	-6,617		-19,811
Available for sale, Number of Holdings - Total	6		8
Available for sale, Fair Value - Total	29,964		26,207
Available for sale, Unrealized Losses - Total	-6,617	[1]	-19,811	[2]
Single issuer trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	3,900		0
Available for sale, Unrealized Losses - Less Than Twelve Months	-252		'
Available for sale, Fair Value - Twelve Months or Longer	39,402		44,415
Available for sale, Unrealized Losses - Twelve Months or Longer	-7,757		-6,766
Available for sale, Number of Holdings - Total	9		9
Available for sale, Fair Value - Total	43,302		44,415
Available for sale, Unrealized Losses - Total	-8,009		-6,766
Equity securities - financial institutions [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	'		144
Available for sale, Unrealized Losses - Less Than Twelve Months	'		-4
Available for sale, Fair Value - Twelve Months or Longer	'		'
Available for sale, Unrealized Losses - Twelve Months or Longer	'		'
Available for sale, Number of Holdings - Total	'		1
Available for sale, Fair Value - Total	'		144
Available for sale, Unrealized Losses - Total	0	[3]	-4	[4]
Municipal bonds and notes [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity, Fair Value - Less Than Twelve Months	33,263		5,990
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-707		-51
Held-to-maturity, Fair Value - Twelve Months or Longer	2,166		2,858
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-36		-59
Held-to-maturity, Number of Holdings - Total	38		11
Held-to-maturity, Fair Value - Total	35,429		8,848
Held-to-maturity, Unrealized Losses - Total	($743)		($110)

[1]	Amortized cost is net of $9.4 million of credit related other-than-temporary impairment at SeptemberÂ 30, 2013.
[2]	Amortized cost is net of $10.5 million of credit related other-than-temporary impairment at DecemberÂ 31, 2012.
[3]	Amortized cost is net of $21.3 million of other-than-temporary impairment at SeptemberÂ 30, 2013.
[4]	Amortized cost is net of $21.3 million of other-than-temporary impairment at DecemberÂ 31, 2012.

Investment_Securities_Schedule

Investment Securities (Schedule Of Trust Preferred Securities - Pooled Issuers For OTTI Information) (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

In Thousands, unless otherwise specified

Pooled trust preferred securities [Member]

Preferred Class B [Member]

Preferred Class A [Member]

Security H [Member]

Security I [Member]

Security J [Member]

Security L [Member]

Security K [Member]

Security M [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

Amortized Cost

$3,181,393

$3,069,182

$36,581

[1]

$3,487

[1]

$4,468

[1]

$5,321

[1]

$8,728

[1]

$7,432

[1]

$7,145

[1]

Gross Unrealized Losses

-52,549

-31,489

-6,617

-533

-716

-1,067

-1,449

-1,107

-1,745

Fair Value

3,193,772

3,136,160

29,964

2,954

3,752

4,254

7,279

6,325

5,400

Lowest Credit Ratings

[2]

'CCC

[2]

'CCC

[2]

'CCC

[2]

'CCC

[2]

Total OTTI

($9,356)

($352)

($365)

($806)

($867)

($2,040)

($4,926)

% of Performing Bank/ Insurance Issuers

91.70%

87.50%

91.70%

91.30%

69.10%

60.70%

Deferrals/ Defaults (As a % of Current Collateral)

8.00%

17.20%

10.40%

13.20%

33.50%

34.60%

[1]

For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.

[2]

The Company utilized credit ratings provided by Moodyâ€™s, S&P and Fitch in its evaluation of issuers.

Investment_Securities_Schedule1

Investment Securities (Schedule Of OTTI For Single Issuer Trust Preferred Securities) (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

In Thousands, unless otherwise specified

Single issuer trust preferred securities [Member]

Security B [Member]

Security C [Member]

Security D [Member]

Security E [Member]

Security F [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

Amortized Cost

$3,181,393

$3,069,182

$51,311

$6,922

$8,705

$9,547

$11,804

$14,333

Gross Unrealized Losses

-52,549

-31,489

-8,009

-922

-1,280

-1,847

-1,387

-2,573

Fair Value

$3,193,772

$3,136,160

$43,302

$6,000

$7,425

$7,700

$10,417

$11,760

Lowest Credit Ratings

'BB

[1]

'BBB

[1]

'BBB

[1]

'BBB

[1]

The Company utilized credit ratings provided by Moodyâ€™s, S&P and Fitch in its evaluation of issuers.

Investment_Securities_Summary_4

Investment Securities (Summary Of Sale Proceeds Of Available For Sale Securities) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	$7,740	$102,368	$44,261	$148,223
Net gain on sale of investment securities	269	810	708	3,347
Agency CMOs [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	0	16,353	0	44,851
Net gain on sale of investment securities	'	4	'	897
Agency MBS [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	0	86,015	11,771	86,015
Net gain on sale of investment securities	0	806	106	806
CMBS [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	0	0	24,750	16,284
Net gain on sale of investment securities	'	'	333	1,235
Equity securities - financial institutions [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	0	0	0	1,073
Net gain on sale of investment securities	'	'	'	409
Pooled trust preferred securities [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds	7,740	0	7,740	0
Net gain on sale of investment securities	$269	$0	$269	$0

Loans_And_Leases_Recorded_Inve

Loans And Leases (Recorded Investment In Loans And Leases) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	$397,256,000	[1]	$428,121,000	[1]
Collectively evaluated for impairment	12,117,221,000	[1]	11,635,935,000	[1]
Recorded investment in loans and leases	12,514,477,000	[1]	12,064,056,000	[1]
Less: Accrued interest	36,512,000	[1]	35,360,000	[1]
Loans and leases	12,477,965,000	[1]	12,028,696,000	[1]
Unamortized premiums	13,200,000		12,700,000
Residential [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	143,534,000		146,944,000
Collectively evaluated for impairment	3,217,268,000		3,155,051,000
Recorded investment in loans and leases	3,360,802,000		3,301,995,000
Less: Accrued interest	10,225,000		10,271,000
Loans and leases	3,350,577,000		3,291,724,000
Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	52,907,000		54,793,000
Collectively evaluated for impairment	2,487,122,000		2,584,169,000
Recorded investment in loans and leases	2,540,029,000		2,638,962,000
Less: Accrued interest	7,730,000		8,095,000
Loans and leases	2,532,299,000		2,630,867,000
Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	62,190,000		69,426,000
Collectively evaluated for impairment	3,134,197,000		2,843,760,000
Recorded investment in loans and leases	3,196,387,000		2,913,186,000
Less: Accrued interest	10,988,000		9,453,000
Loans and leases	3,185,399,000		2,903,733,000
Commercial Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	138,333,000	[2]	154,978,000	[2]
Collectively evaluated for impairment	2,853,099,000	[2]	2,635,624,000	[2]
Recorded investment in loans and leases	2,991,432,000	[2]	2,790,602,000	[2]
Less: Accrued interest	7,569,000	[2]	7,541,000	[2]
Loans and leases	2,983,863,000	[2]	2,783,061,000	[2]
Equipment financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	292,000		1,980,000
Collectively evaluated for impairment	425,535,000		417,331,000
Recorded investment in loans and leases	425,827,000		419,311,000
Less: Accrued interest	0		0
Loans and leases	$425,827,000		$419,311,000

[1]	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively.
[2]	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both SeptemberÂ 30, 2013 and DecemberÂ 31, 2012.

Loans_And_Leases_Narrative_Det

Loans And Leases (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	grade		loan
			loan_with_modified_structure
			grade
Loans and Leases Receivable Disclosure [Abstract]	'	'	'	'
Amount of loan pledged as collateral	$4,900,000,000	'	$4,900,000,000	'
Interest on non-accrual loans that would have been recorded as additional interest income	3,500,000	4,700,000	10,900,000	10,600,000
Interest income recognized on a cash basis	900,000	300,000	2,800,000	1,000,000
Number of Grades	10	'	10	'
Write-down of TDR's	-3,200,000	-10,200,000	-17,300,000	-33,800,000
Number of loans with two tier modified structure	'	'	11	'
Loans receivable with an A Note / B Note structure	'	'	37,400,000	'
B Notes charged off	'	'	17,300,000	'
Number of Loans with TDR Classification Removed	'	'	2	'
TDR classification removed	'	'	$13,500,000	'
Number of loans with two tier modified structure in accrual status	'	'	8	'

Loans_And_Leases_Summary_Of_Lo

Loans And Leases (Summary Of Loan And Lease Portfolio Aging By Class Of Loan) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	$28,187		$42,023
60-89 Days Past Due and Accruing	15,994		32,093
Non-accrual	4,864		1,257
Financing Receivable, Recorded Investment, Nonaccrual Status	177,878		195,150
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	226,923		270,523
Current	12,287,554		11,793,533
Recorded investment in loans and leases	12,514,477	[1]	12,064,056	[1]
1-4 family [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	12,259		16,955
60-89 Days Past Due and Accruing	8,851		8,250
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	85,879		94,853
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	106,989		120,058
Current	3,210,931		3,142,220
Recorded investment in loans and leases	3,317,920		3,262,278
Construction [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		360
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	390		823
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	390		1,183
Current	42,492		38,535
Recorded investment in loans and leases	42,882		39,718
Home equity loans [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	10,407		17,745
60-89 Days Past Due and Accruing	5,318		6,993
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	45,504		49,516
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	61,229		74,254
Current	2,312,883		2,396,944
Recorded investment in loans and leases	2,374,112		2,471,198
Liquidating portfolio-home equity loans [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	1,707		2,063
60-89 Days Past Due and Accruing	1,089		1,626
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	6,554		8,200
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	9,350		11,889
Current	100,537		111,760
Recorded investment in loans and leases	109,887		123,649
Other consumer [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	434		338
60-89 Days Past Due and Accruing	81		195
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	180		135
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	695		668
Current	55,335		43,446
Recorded investment in loans and leases	56,030		44,114
Commercial non-mortgage [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	2,406		2,248
60-89 Days Past Due and Accruing	622		552
Non-accrual	4,239		347
Financing Receivable, Recorded Investment, Nonaccrual Status	17,453		17,547
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	24,720		20,694
Current	2,557,866		2,386,775
Recorded investment in loans and leases	2,582,586		2,407,469
Asset-based loans [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		0
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	0		0
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	0		0
Current	613,801		505,717
Recorded investment in loans and leases	613,801		505,717
Commercial real estate [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	552		1,081
60-89 Days Past Due and Accruing	0		13,784
Non-accrual	625		910
Financing Receivable, Recorded Investment, Nonaccrual Status	15,883		15,658
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	17,060		31,433
Current	2,788,443		2,617,213
Recorded investment in loans and leases	2,805,503		2,648,646
Commercial construction [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		0
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	49		49
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	49		49
Current	161,252		114,097
Recorded investment in loans and leases	161,301		114,146
Residential development [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		0
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	4,317		5,044
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	4,317		5,044
Current	20,311		22,766
Recorded investment in loans and leases	24,628		27,810
Equipment Financing [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	422		1,593
60-89 Days Past Due and Accruing	33		333
Non-accrual	0		0
Financing Receivable, Recorded Investment, Nonaccrual Status	1,669		3,325
Financing Receivable, Recorded Investment, Past Due and Non-Accrual	2,124		5,251
Current	423,703		414,060
Recorded investment in loans and leases	$425,827		$419,311

[1]	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively.

Loans_And_Leases_Allowance_For

Loans And Leases (Allowance For Loan And Lease Losses By Portfolio Segment) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	$163,442	$198,757	$177,129	$233,487
Provision (benefit) charged to expense	8,500	5,000	24,500	14,000
Losses charged off	-16,951	-23,980	-56,593	-80,830
Recoveries	2,554	6,312	12,509	19,432
Balance, end of period	157,545	186,089	157,545	186,089
Ending balance: individually evaluated for impairment	23,311	30,923	23,311	30,923
Ending balance: collectively evaluated for impairment	134,234	155,166	134,234	155,166
Residential [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	26,876	32,063	29,474	34,565
Provision (benefit) charged to expense	1,075	1,110	2,835	5,398
Losses charged off	-3,800	-3,262	-8,848	-10,329
Recoveries	152	353	842	630
Balance, end of period	24,303	30,264	24,303	30,264
Ending balance: individually evaluated for impairment	13,003	15,420	13,003	15,420
Ending balance: collectively evaluated for impairment	11,300	14,844	11,300	14,844
Consumer [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	49,659	62,237	54,254	67,785
Provision (benefit) charged to expense	-1,732	9,740	7,328	20,836
Losses charged off	-5,827	-9,234	-23,565	-30,634
Recoveries	1,188	1,249	5,271	6,005
Balance, end of period	43,288	63,992	43,288	63,992
Ending balance: individually evaluated for impairment	3,281	7,795	3,281	7,795
Ending balance: collectively evaluated for impairment	40,007	56,197	40,007	56,197
Commercial [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	43,847	48,768	46,566	60,681
Provision (benefit) charged to expense	3,783	2,944	8,902	8,223
Losses charged off	-3,245	-8,642	-13,740	-29,312
Recoveries	426	1,297	3,083	4,775
Balance, end of period	44,811	44,367	44,811	44,367
Ending balance: individually evaluated for impairment	1,630	4,552	1,630	4,552
Ending balance: collectively evaluated for impairment	43,181	39,815	43,181	39,815
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	28,457	36,506	30,834	45,013
Provision (benefit) charged to expense	6,046	-4,315	9,146	-7,054
Losses charged off	-4,069	-2,655	-10,339	-9,569
Recoveries	105	302	898	1,448
Balance, end of period	30,539	29,838	30,539	29,838
Ending balance: individually evaluated for impairment	5,397	3,153	5,397	3,153
Ending balance: collectively evaluated for impairment	25,142	26,685	25,142	26,685
Equipment Financing [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	3,603	5,433	4,001	8,943
Provision (benefit) charged to expense	-672	-3,479	-2,711	-9,653
Losses charged off	-10	-187	-101	-986
Recoveries	683	3,111	2,415	6,574
Balance, end of period	3,604	4,878	3,604	4,878
Ending balance: individually evaluated for impairment	0	3	0	3
Ending balance: collectively evaluated for impairment	3,604	4,875	3,604	4,875
Unallocated [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	11,000	13,750	12,000	16,500
Provision (benefit) charged to expense	0	-1,000	-1,000	-3,750
Losses charged off	0	0	0	0
Recoveries	0	0	0	0
Balance, end of period	11,000	12,750	11,000	12,750
Ending balance: individually evaluated for impairment	0	0	0	0
Ending balance: collectively evaluated for impairment	$11,000	$12,750	$11,000	$12,750

Loans_And_Leases_Impaired_Loan

Loans And Leases (Impaired Loans And Leases By Class) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	$422,652	$467,005
Total Recorded Investment	383,033	414,292
Recorded Investment No Allowance	140,444	153,202
Recorded Investment With Allowance	242,589	261,090
Related Valuation Allowance	23,311	27,449
Residential [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	159,858	160,936
Total Recorded Investment	143,534	146,944
Recorded Investment No Allowance	23,545	24,423
Recorded Investment With Allowance	119,989	122,521
Related Valuation Allowance	13,003	14,731
1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	159,412	160,490
Total Recorded Investment	143,530	146,683
Recorded Investment No Allowance	23,544	24,267
Recorded Investment With Allowance	119,986	122,416
Related Valuation Allowance	13,003	14,726
Construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	446	446
Total Recorded Investment	4	261
Recorded Investment No Allowance	1	156
Recorded Investment With Allowance	3	105
Related Valuation Allowance	0	5
Consumer [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	64,490	68,603
Total Recorded Investment	52,907	54,793
Recorded Investment No Allowance	27,722	27,630
Recorded Investment With Allowance	25,185	27,163
Related Valuation Allowance	3,281	3,611
Home equity loans [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	55,398	56,815
Total Recorded Investment	46,169	47,755
Recorded Investment No Allowance	23,903	23,967
Recorded Investment With Allowance	22,266	23,788
Related Valuation Allowance	2,752	2,960
Liquidating portfolio-home equity loans [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	9,092	11,788
Total Recorded Investment	6,738	7,038
Recorded Investment No Allowance	3,819	3,663
Recorded Investment With Allowance	2,919	3,375
Related Valuation Allowance	529	651
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	67,907	90,627
Total Recorded Investment	62,190	69,426
Recorded Investment No Allowance	21,960	21,942
Recorded Investment With Allowance	40,230	47,484
Related Valuation Allowance	1,630	6,423
Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	67,907	90,627
Total Recorded Investment	62,190	69,426
Recorded Investment No Allowance	21,960	21,942
Recorded Investment With Allowance	40,230	47,484
Related Valuation Allowance	1,630	6,423
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	130,066	144,482
Total Recorded Investment	124,110	141,149
Recorded Investment No Allowance	66,925	77,426
Recorded Investment With Allowance	57,185	63,723
Related Valuation Allowance	5,397	2,683
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	116,349	123,861
Total Recorded Investment	111,421	121,193
Recorded Investment No Allowance	54,512	65,212
Recorded Investment With Allowance	56,909	55,981
Related Valuation Allowance	5,361	2,572
Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	0	7,177
Total Recorded Investment	0	7,185
Recorded Investment No Allowance	0	7,185
Recorded Investment With Allowance	0	0
Related Valuation Allowance	0	0
Residential development [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	13,717	13,444
Total Recorded Investment	12,689	12,771
Recorded Investment No Allowance	12,413	5,029
Recorded Investment With Allowance	276	7,742
Related Valuation Allowance	36	111
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	331	2,357
Total Recorded Investment	292	1,980
Recorded Investment No Allowance	292	1,781
Recorded Investment With Allowance	0	199
Related Valuation Allowance	$0	$1

Loans_And_Leases_Interest_Inco

Loans And Leases (Interest Income From Impaired Loans And Leases, By Class) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	$398,664	$479,281
Total Interest Income	4,268	4,727	12,986	13,301
Residential [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	145,240	141,946
Total Interest Income	1,535	1,487	4,574	4,240
1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	145,107	141,749
Total Interest Income	1,533	1,485	4,570	4,236
Construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	133	197
Total Interest Income	2	2	4	4
Consumer [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	53,850	49,449
Total Interest Income	663	765	2,049	1,599
Home equity loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	46,962	41,724
Total Interest Income	551	633	1,700	1,336
Liquidating portfolio-home equity loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	6,888	7,721
Total Interest Income	112	132	349	263
Other consumer [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	0	4
Total Interest Income	0	0	0	0
Commercial [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	65,808	94,076
Total Interest Income	794	830	2,187	3,035
Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	65,808	93,090
Total Interest Income	794	830	2,187	3,035
Asset-based loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	0	986
Total Interest Income	0	0	0	0
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	132,630	191,603
Total Interest Income	1,270	1,632	4,157	4,391
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	116,307	170,213
Total Interest Income	1,109	1,479	3,675	3,921
Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	3,593	7,307
Total Interest Income	62	70	196	216
Residential development [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	12,730	14,083
Total Interest Income	99	83	286	254
Equipment financing [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	1,136	2,207
Total Interest Income	$6	$13	$19	$36

Loans_And_Leases_Summary_Of_Th

Loans And Leases (Summary Of The Recorded Investment Of Company's TDRs) (Detail) (USD $)	9 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Loans and Leases Receivable Disclosure [Abstract]	'		'
Accrual status	$260,786		$288,578
Non-accrual status	110,888		115,583
Total recorded investment of TDRs	371,674		404,161
Accruing TDRs performing under modified terms more than one year	60.10%		60.20%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	23,153		27,317
Additional funds committed to borrowers in TDR status	$8,171	[1]	$3,263	[1]

[1]	This amount may be limited by contractual rights and/or the underlying collateral supporting the loan or lease.

Loans_And_Leases_Commercial_Co

Loans And Leases (Commercial, Commercial Real Estate Loans And Equipment Financing Loans Segregated By Risk Rating Exposure) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	$12,514,477	[1]	$12,064,056	[1]
Total recorded investment	371,674		404,161
Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	175,232		202,424
Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	3,196,387		2,913,186
Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	2,991,432		2,790,602
Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	425,827		419,311
(1) - (6) Pass [Member] \| Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	56,456		56,661
(1) - (6) Pass [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	2,990,708		2,701,061
(1) - (6) Pass [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	2,865,921		2,588,987
(1) - (6) Pass [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	403,943		381,304
(7) Special Mention [Member] \| Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	0		0
(7) Special Mention [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	74,439		43,856
(7) Special Mention [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	9,535		56,023
(7) Special Mention [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	7,466		12,893
(8) Substandard [Member] \| Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	118,353		143,903
(8) Substandard [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	130,301		167,485
(8) Substandard [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	115,434		143,904
(8) Substandard [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	14,418		25,114
(9) Doubtful [Member] \| Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	423		1,860
(9) Doubtful [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	939		784
(9) Doubtful [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	542		1,688
(9) Doubtful [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	0		0
(10) Loss [Member] \| Commerial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment	0		0
(10) Loss [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	0		0
(10) Loss [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	0		0
(10) Loss [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Credit risk exposure	$0		$0

[1]	Loans and leases include net deferred fees and unamortized premiums of $13.2 million and $12.7 million at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively.

Recovered_Sheet2

Loans And Leases (Loans And Leases Modified As A TDR) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	Contract	Contract	Contract	Contract
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	81	701	242	818
Pre- Modification Recorded Investment	$11,414	$72,960	$50,174	$103,939
Post- Modification Recorded Investment	11,414	72,960	50,174	103,939
Post- Modification Coupon Rate	5.00%	4.10%	4.40%	4.60%
1-4 family [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	24	120	96	170
Pre- Modification Recorded Investment	4,872	17,441	19,130	26,269
Post- Modification Recorded Investment	4,872	17,441	19,130	26,269
Post- Modification Coupon Rate	4.50%	4.70%	4.00%	4.40%
Construction [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	0	1	0	2
Pre- Modification Recorded Investment	0	159	0	263
Post- Modification Recorded Investment	0	159	0	263
Post- Modification Coupon Rate	0.00%	6.40%	0.00%	6.60%
Home equity loans [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	31	459	96	486
Pre- Modification Recorded Investment	1,058	23,277	5,036	25,549
Post- Modification Recorded Investment	1,058	23,277	5,036	25,549
Post- Modification Coupon Rate	5.20%	5.10%	4.40%	5.00%
Liquidating portfolio-home equity loans [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	10	108	19	112
Pre- Modification Recorded Investment	223	5,542	657	5,577
Post- Modification Recorded Investment	223	5,542	657	5,577
Post- Modification Coupon Rate	5.60%	5.50%	5.20%	5.60%
Commercial non-mortgage [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	14	8	24	33
Pre- Modification Recorded Investment	4,921	4,786	13,109	21,772
Post- Modification Recorded Investment	4,921	4,786	13,109	21,772
Post- Modification Coupon Rate	5.40%	3.10%	6.50%	6.30%
Commercial real estate [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	2	4	5	7
Pre- Modification Recorded Investment	340	21,507	12,053	23,919
Post- Modification Recorded Investment	340	21,507	12,053	23,919
Post- Modification Coupon Rate	5.60%	2.20%	2.80%	2.50%
Residential development [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	0	0	2	0
Pre- Modification Recorded Investment	0	0	189	0
Post- Modification Recorded Investment	0	0	189	0
Post- Modification Coupon Rate	0.00%	0.00%	5.00%	0.00%
Equipment financing [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	0	1	0	8
Pre- Modification Recorded Investment	0	248	0	590
Post- Modification Recorded Investment	$0	$248	$0	$590
Post- Modification Coupon Rate	0.00%	6.10%	0.00%	6.70%

Loans_and_Leases_Loans_and_Lea1

Loans and Leases Loans and Leases (Information on How Loans and Leases were Modified as a TDR) (Details) (USD $)	3 Months Ended				9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	$11,414		$72,960		$50,174		$103,939
1-4 family [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	4,872		17,441		19,130		26,269
Construction [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		159		0		263
Home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	1,058		23,277		5,036		25,549
Liquidating portfolio-home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	223		5,542		657		5,577
Commercial non-mortgage [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	4,921		4,786		13,109		21,772
Commercial real estate [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	340		21,507		12,053		23,919
Residential development [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		189		0
Equipment financing [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		248		0		590
Extended Maturity [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	2,204		642		13,126		5,186
Extended Maturity [Member] \| 1-4 family [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	1,898		604		4,418		1,634
Extended Maturity [Member] \| Construction [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Extended Maturity [Member] \| Home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	213		38		788		993
Extended Maturity [Member] \| Liquidating portfolio-home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	93		0		173		35
Extended Maturity [Member] \| Commercial non-mortgage [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		7,520		314
Extended Maturity [Member] \| Commercial real estate [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		38		2,068
Extended Maturity [Member] \| Residential development [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		189		0
Extended Maturity [Member] \| Equipment financing [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		142
Adjusted Interest Rates [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	654		117		2,042		1,230
Adjusted Interest Rates [Member] \| 1-4 family [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	654		0		1,888		1,006
Adjusted Interest Rates [Member] \| Construction [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Adjusted Interest Rates [Member] \| Home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		117		154		224
Adjusted Interest Rates [Member] \| Liquidating portfolio-home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Adjusted Interest Rates [Member] \| Commercial non-mortgage [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Adjusted Interest Rates [Member] \| Commercial real estate [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Adjusted Interest Rates [Member] \| Residential development [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Adjusted Interest Rates [Member] \| Equipment financing [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Combination of Rate and Maturity [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	1,999		3,564		21,591		8,690
Combination of Rate and Maturity [Member] \| 1-4 family [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	1,142		2,131		7,213		5,695
Combination of Rate and Maturity [Member] \| Construction [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		104
Combination of Rate and Maturity [Member] \| Home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	157		448		1,374		1,335
Combination of Rate and Maturity [Member] \| Liquidating portfolio-home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	7		0		7		0
Combination of Rate and Maturity [Member] \| Commercial non-mortgage [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	353		737		982		1,023
Combination of Rate and Maturity [Member] \| Commercial real estate [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	340		0		12,015		245
Combination of Rate and Maturity [Member] \| Residential development [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		0		0		0
Combination of Rate and Maturity [Member] \| Equipment financing [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		248		0		288
Other [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	6,557	[1]	68,637	[1]	13,415	[1]	88,833	[1]
Other [Member] \| 1-4 family [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	1,178	[1]	14,706	[1]	5,611	[1]	17,934	[1]
Other [Member] \| Construction [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0		159		0		159
Other [Member] \| Home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	688	[1]	22,674	[1]	2,720	[1]	22,997	[1]
Other [Member] \| Liquidating portfolio-home equity loans [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	123	[1]	5,542	[1]	477	[1]	5,542	[1]
Other [Member] \| Commercial non-mortgage [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	4,568	[1]	4,049	[1]	4,607	[1]	20,435	[1]
Other [Member] \| Commercial real estate [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0	[1]	21,507	[1]	0	[1]	21,606	[1]
Other [Member] \| Residential development [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	0	[1]	0	[1]	0	[1]	0	[1]
Other [Member] \| Equipment financing [Member]	'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'
Loans Modified As Troubled Debt Restructurings During Period	$0	[1]	$0	[1]	$0	[1]	$160	[1]

[1]	Includes covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, and/or other concessions.

Loans_and_Leases_Loans_and_Lea2

Loans and Leases Loans and Leases (Information on Loans and Leases Modified as TDR within the Previous 12 Months (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	loan	loan	loan	loan
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	12	3	20	7
Recorded Investment	$1,669	$93	$2,657	$1,053
1-4 family [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	8	0	12	1
Recorded Investment	1,116	0	1,814	406
Home equity loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	2	0	6	3
Recorded Investment	51	0	341	554
Liquidating Portfolio Home Equity Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	1	3	1	3
Recorded Investment	2	93	2	93
Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	1	0	1	0
Recorded Investment	500	0	500	0
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	0	0	0	0
Recorded Investment	$0	$0	$0	$0

Transfers_of_Financial_Assets_2

Transfers of Financial Assets and Mortgage Servicing Assets Transfers of Financial Assets and Mortgage Servicing Assets (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'		'	'
Number Days Required To Repurchase Mortgage Loans	90		'	90		'	'
Proceeds from Sale of Mortgage Loans Held-for-sale	$199,200,000		$211,900,000	$643,600,000		$510,800,000	'
Origination of Mortgage Servicing Rights (MSRs)	192,300,000		206,300,000	622,600,000		497,600,000	'
Mortgage banking activities	665,000		6,515,000	13,584,000		14,522,000	'
Commercial Loan [Member]	'		'	'		'	'
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'		'	'
Proceeds from Sale of Mortgage Loans Held-for-sale	'		1,000,000	13,000,000		4,700,000	'
Mortgage banking activities	'		275,000	-315,000		308,000	'
1-4 family [Member]	'		'	'		'	'
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'		'	'
Mortgage banking activities	700,000		6,200,000	13,900,000		14,200,000	'
Unpaid Principal Of Mortgage Loans Serviced For Investors	2,300,000,000		'	2,300,000,000		'	2,100,000,000
Bank Servicing Fees	400,000		400,000	2,500,000		1,600,000	'
Fair Value, Measurements, Nonrecurring [Member] \| 1-4 family [Member]	'		'	'		'	'
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'		'	'
Mortgage Servicing Assets	$20,577,000	[1]	'	$20,577,000	[1]	'	$14,027,000	[1]

[1]	The carrying amount of mortgage servicing assets is net of $0.4 million and $1.8 million reserves at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively. The estimated fair value does not include such adjustments.

Transfers_of_Financial_Assets_3

Transfers of Financial Assets and Mortgage Servicing Assets Reserve for loan repurchases (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Reserve For Loan Respurchases [Roll Forward]	'	'	'	'
Beginning balance	$2,648	$2,394	$2,617	$2,269
Provision	447	522	1,462	1,103
Loss on repurchased loans and settlements	-586	-312	-1,570	-768
Ending balance	$2,509	$2,604	$2,509	$2,604

Recovered_Sheet3

Goodwill And Other Intangible Assets (Goodwill And Other Intangible Assets, Net Of Accumulated Amortization) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Goodwill [Line Items]	'		'
Goodwill	$529,887		$529,887
Other intangible assets	6,544		10,270
Consumer Deposits [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	377,605	[1]	'
Other intangible assets	6,544	[1]	'
Small Business [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	138,955		'
Community Banking [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	516,560		'
Other intangible assets	6,544		'
Retail Banking [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	'		516,560
Other intangible assets	'		10,270
Other (HSA Bank) [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	$13,327		$13,327

[1]	These reporting units are included in the Community Banking segment for financial reporting purposes.

Recovered_Sheet4

Goodwill And Other Intangible Assets (Gross Carrying Value And Accumulated Amortization Of Other Intangible Assets) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Finite-Lived Intangible Assets [Line Items]	'		'
Gross Carrying Amount	$49,420		$54,119
Accumulated Amortization	-42,876		-43,849
Net Carrying Amount	6,544		10,270
Community Banking [Member]	'		'
Finite-Lived Intangible Assets [Line Items]	'		'
Gross Carrying Amount	49,420	[1]	'
Accumulated Amortization	-42,876	[1]	'
Net Carrying Amount	6,544	[1]	'
Retail Banking [Member]	'		'
Finite-Lived Intangible Assets [Line Items]	'		'
Gross Carrying Amount	'		49,420
Accumulated Amortization	'		-39,150
Net Carrying Amount	'		10,270
Other (HSA Bank) [Member]	'		'
Finite-Lived Intangible Assets [Line Items]	'		'
Gross Carrying Amount	'		4,699
Accumulated Amortization	'		-4,699
Net Carrying Amount	'		$0

[1]	These reporting units are included in the Community Banking segment for financial reporting purposes.

Goodwill_And_Other_Intangible_2

Goodwill And Other Intangible Assets (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Aug. 31, 2013
Goodwill [Line Items]	'	'	'	'	'
Discount Rate Used In Income Approach	'	'	'	'	10.10%
Discount Rate Used in Income Approach 2	'	'	'	'	13.00%
Long term growth rate	'	'	'	'	4.00%
Amortization of intangible assets	$1,242	$1,384	$3,726	$4,178	'
Consumer Deposits Reporting Unit [Member]	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'
Fair value of reporting unit exceeds carrying value	52.50%	'	52.50%	'	'
Small Business [Member]	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'
Fair value of reporting unit exceeds carrying value	18.10%	'	18.10%	'	'
Other (HSA Bank) [Member]	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'
Fair value of reporting unit exceeds carrying value	257.80%	'	257.80%	'	'

Goodwill_And_Other_Intangible_3

Goodwill And Other Intangible Assets (Schedule Of Expected Amortization Expense, Next Four Years) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Goodwill and Intangible Assets Disclosure [Abstract]	'	'
Remainder of 2013	$1,193	'
2014	2,685	'
2015	1,523	'
2016	1,143	'
Net Carrying Amount	$6,544	$10,270

Deposits_Summary_Of_Deposits_D

Deposits (Summary Of Deposits) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Banking and Thrift [Abstract]	'	'
Demand	$2,968,727	$2,881,131
Checking	1,895,362	1,810,040
Health savings accounts	1,478,758	1,269,727
Money market	2,571,712	2,205,072
Savings	3,827,345	3,819,713
Time deposits	2,257,627	2,545,152
Total interest-bearing	12,030,804	11,649,704
Total deposits	14,999,531	14,530,835
Demand deposit overdrafts reclassified as loan balances	$1,745	$1,654

Deposits_Scheduled_Maturities_

Deposits (Scheduled Maturities Of Time Deposits) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Banking and Thrift [Abstract]	'	'
2013	$372,906	'
2014	1,110,328	'
2015	393,203	'
2016	207,395	'
2017	68,333	'
Thereafter	105,462	'
Time deposits	$2,257,627	$2,545,152

Deposits_Additional_Informatio

Deposits (Additional Information Of Deposits) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Banking and Thrift [Abstract]	'	'
Interest-bearing checking obtained through brokers	$56,306	$43,693
Time deposits obtained through brokers	133,554	126,299
Total brokered deposits	$189,860	$169,992

Securities_Sold_Under_Agreemen2

Securities Sold Under Agreements To Repurchase And Other Borrowings (Summary Of Securities Sold Under Agreements To Repurchase And Other Borrowings) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase	$987,290	$1,076,160
Federal funds purchased	385,000	0
Total securities sold under agreements to repurchase and other borrowings	1,372,290	1,076,160
Original Maturity Of One Year Or Less [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase	337,290	326,160
Callable At The Option Of The Counterparty [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase	100,000	300,000
Non-Callable [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase	$550,000	$450,000

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Summary Of Advances Payable To The Federal Home Loan Bank) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Federal Home Loan Bank advances	$1,602,469	$1,827,612
Federal Home Loan Bank of Boston [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Total Outstanding	1,602,402	1,827,527
Weighted- Average Contractual Coupon Rate	0.59%	0.59%
Unamortized premiums	67	85
Federal Home Loan Bank advances	1,602,469	1,827,612
2013 [Member] \| Federal Home Loan Bank of Boston [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Total Outstanding	1,100,000	1,425,000
Weighted- Average Contractual Coupon Rate	0.19%	0.34%
2016 [Member] \| Federal Home Loan Bank of Boston [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Total Outstanding	145,934	145,934
Weighted- Average Contractual Coupon Rate	1.80%	1.80%
2017 [Member] \| Federal Home Loan Bank of Boston [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Total Outstanding	500	500
Weighted- Average Contractual Coupon Rate	5.66%	5.66%
2018 - 2032 [Member] \| Federal Home Loan Bank of Boston [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Total Outstanding	$355,968	$256,093
Weighted- Average Contractual Coupon Rate	1.32%	1.29%

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Narrative) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Collateral pledged	$4,700,000,000	$3,700,000,000
Federal Home Loan Bank Advances [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Unused funds	1,200,000,000	500,000,000
Line of Credit [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Unused funds	$5,000,000	$5,000,000

LongTerm_Debt_Schedule_Of_Long

Long-Term Debt (Schedule Of Long-Term Debt) (Detail) (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Debt Instrument [Line Items]	'		'
Maturity date	1-Jan-33	[1]	'
Variable interest rate	3.20%	[1]	3.26%
Total junior subordinated debt	$77,320	[1]	$77,320	[1]
Total notes and subordinated debt	227,320		329,899
Unamortized discount, net	-39		-93
Hedge accounting adjustments	1,865		4,470
Total long-term debt	229,146		334,276
Interest rate spread of LIBOR plus	2.95%		'
Senior fixed-rate notes [Member]	'		'
Debt Instrument [Line Items]	'		'
Maturity date	1-Jan-14		'
Stated interest rate	5.13%		'
Senior fixed-rate notes	150,000		150,000
Subordinated fixed-rate notes [Member]	'		'
Debt Instrument [Line Items]	'		'
Maturity date	1-Jan-13	[2]	'
Stated interest rate	5.88%	[2]	'
Subordinated Long-term Debt, Noncurrent	$0	[2]	$102,579	[2]

[1]	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.204% at SeptemberÂ 30, 2013 and 3.258% at DecemberÂ 31, 2012.
[2]	The Bank used cash on hand to pay off the subordinated fixed-rate notes which matured on January 15, 2013.

Other_Comprehensive_Income_Sch

Other Comprehensive Income (Schedule of Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	($65,139)	($43,878)	($32,266)	($60,204)
Other comprehensive (loss) income before reclassifications	4,445	13,793	-32,349	28,281
Amounts reclassified from accumulated other comprehensive (loss) income	1,753	808	5,674	2,646
Net current-period other comprehensive (loss) income, net of tax	6,198	14,601	-26,675	30,927
Ending balance	-58,941	-29,277	-58,941	-29,277
Derivative Instruments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	-22,872	-28,396	-27,902	-28,884
Other comprehensive (loss) income before reclassifications	-1,413	-1,384	467	-3,065
Amounts reclassified from accumulated other comprehensive (loss) income	1,400	676	4,550	2,845
Net current-period other comprehensive (loss) income, net of tax	-13	-708	5,017	-220
Ending balance	-22,885	-29,104	-22,885	-29,104
Available For Sale and Transferred Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	2,729	29,768	42,741	15,967
Other comprehensive (loss) income before reclassifications	5,330	14,817	-34,400	30,267
Amounts reclassified from accumulated other comprehensive (loss) income	-173	-527	-455	-2,176
Net current-period other comprehensive (loss) income, net of tax	5,157	14,290	-34,855	28,091
Ending balance	7,886	44,058	7,886	44,058
Defined Benefit Pension and Postretirement Benefit Plans [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	-44,996	-45,250	-47,105	-47,287
Other comprehensive (loss) income before reclassifications	528	360	1,584	1,079
Amounts reclassified from accumulated other comprehensive (loss) income	526	659	1,579	1,977
Net current-period other comprehensive (loss) income, net of tax	1,054	1,019	3,163	3,056
Ending balance	($43,942)	($44,231)	($43,942)	($44,231)

Other_Comprehensive_Income_Sch1

Other Comprehensive Income (Schedule of Accumulated Other Comprehensive Loss) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Total interest expense	$21,766	$27,326	$69,085	$88,320
Income tax expense	18,158	19,489	57,915	54,404
Net gain on sale of investment securities	269	810	708	3,347
Compensation and benefits	64,862	66,126	196,680	198,332
Net income	47,305	44,993	135,795	125,171
Derivative Instruments [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Total interest expense	-2,182	-1,053	-7,090	-4,431
Income tax expense	782	377	2,540	1,586
Net income	-1,400	-676	-4,550	-2,845
Available for sale and transferred securities [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Income tax expense	-96	-283	-253	-1,171
Net gain on sale of investment securities	269	810	708	3,347
Net income	173	527	455	2,176
Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Income tax expense	295	368	882	1,103
Net income	-526	-659	-1,579	-1,977
Amortization of net loss [Member] \| Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Compensation and benefits	-803	-1,009	-2,407	-3,026
Prior service cost [Member] \| Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Compensation and benefits	($18)	($18)	($54)	($54)

Regulatory_Matters_Information

Regulatory Matters (Information On The Capital Ratios) (Detail) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Preceding period of retained net profits	'2 years	'	'
Dividends paid by Webster Bank	$70,000,000	$110,000,000	'
Trust Preferred Securities Included in Tier One Capital	75,000,000	'	75,000,000
Webster Financial Corporation [Member]	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Total risk-based capital, Actual Amount	1,939,194,000	'	1,840,736,000
Total risk-based capital, Actual Ratio	14.30%	'	13.70%
Total risk-based capital, Capital Requirements Amount	1,088,630,000	'	1,072,749,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,360,788,000	'	1,340,936,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,775,605,000	'	1,672,009,000
Tier 1 capital, Actual Ratio	13.10%	'	12.50%
Tier 1 capital, Capital Requirements Amount	544,315,000	'	536,375,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	816,473,000	'	804,562,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,775,605,000	'	1,672,009,000
Tier 1 leverage capital ratio, Actual Ratio	9.00%	'	8.70%
Tier 1 leverage capital ratio, Capital Requirements Amount	792,663,000	'	767,289,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	990,829,000	'	959,111,000
Tier 1 leverage capital ratio, Well Capitalized Ratio	5.00%	'	5.00%
Webster Bank, N.A. [Member]	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Total risk-based capital, Actual Amount	1,791,608,000	'	1,718,564,000
Total risk-based capital, Actual Ratio	13.20%	'	12.90%
Total risk-based capital, Capital Requirements Amount	1,084,672,000	'	1,069,652,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,355,840,000	'	1,337,064,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,629,406,000	'	1,551,238,000
Tier 1 capital, Actual Ratio	12.00%	'	11.60%
Tier 1 capital, Capital Requirements Amount	542,336,000	'	534,826,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	813,504,000	'	802,239,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,629,406,000	'	1,551,238,000
Tier 1 leverage capital ratio, Actual Ratio	8.20%	'	8.10%
Tier 1 leverage capital ratio, Capital Requirements Amount	791,132,000	'	766,025,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	$988,915,000	'	$957,532,000
Tier 1 leverage capital ratio, Well Capitalized Ratio	5.00%	'	5.00%

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Share Basic And Diluted) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Net income allocated to common shareholders	$44,666	$44,378	$127,631	$123,326
Dividends Participating Shares	-48	-37	-137	-102
Income allocated to participating shares	-114	-149	-360	-470
Net income allocated to common shareholders	$44,504	$44,192	$127,134	$122,754
Weighted average common shares outstanding - basic	89,759	87,394	88,318	87,301
Incremental Common Shares Attributable to Dilutive Effect of Share-based Payment Arrangements	451	260	406	281
Weighted-average common shares outstanding - diluted	90,423	91,884	90,193	91,754
Earnings per common share, Basic (in dollars per share)	$0.50	$0.51	$1.44	$1.41
Earnings per common share, Diluted (in dollars per share)	$0.49	$0.48	$1.41	$1.34
Warrants - Series A1 And A2 [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Warrants (in shares)	0	4,114	1,300	4,060
Warrants - other [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Warrants (in shares)	213	116	169	112

Earnings_Per_Common_Share_Narr

Earnings Per Common Share (Narrative) (Detail)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Mar. 22, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Series A Preferred Stock [Member]

Warrants - Other [Member]

Warrants - Series A1 And A2 [Member]

Stock Options [Member]

Restricted Stock [Member]

Earnings Per Share Basic And Diluted By Common Class [Line Items]

Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount

1,100

1,100,000

1,100

1,100,000

2,000,000

1,200,000

2,000,000

200,000

100,000

200,000

100,000

Common stock shares authorized

700,000

8,600,000

Common stock shares issued

93,360,197

90,735,596

4,564,930

Exercise price

11.5

Derivative_Financial_Instrumen2

Derivative Financial Instruments (Narrative) (Detail) (USD $)

9 Months Ended

1 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Mar. 31, 2010

Mar. 31, 2013

Sep. 30, 2012

Sep. 30, 2011

Mar. 30, 2010

Sep. 30, 2013

Jun. 30, 2014

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 26, 2013

Sep. 10, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Terminated forward-settle interest rate swap hedges [Member]

Interest Rate Cap [Member]

Current Derivative Credit Exposure [Member]

Interest Rate Swaps With Bank Customers [Member]

Future [Member]

3 month LIBOR [Member]

Scenario, Forecast [Member]

Not Designated as Hedging Instrument [Member]

Designated as Hedging Instrument [Member]

Cash Flow Hedging [Member]

Other Assets [Member]

Other Liabilities [Member]

Federal Home Loan Bank Advances [Member]

Other Expense [Member]

Customer Position [Member]

Initial [Member]

Variation [Member]

Current Derivative Credit Exposure [Member]

Future Derivative Credit Exposure [Member]

Collateral pledged [Member]

Interest rate swap on FHLB advances [Member]

Five Year Swaps [Member]

Ten Year Swaps [Member]

Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Cash Flow Hedging [Member]

Other Assets [Member]

Not Designated as Hedging Instrument [Member]

Other Assets [Member]

Other Liabilities [Member]

Forward Contracts [Member]

Mortgage Banking Derivatives [Member]

Designated as Hedging Instrument [Member]

Cash Flow Hedging [Member]

Forward Contracts [Member]

Future [Member]

Derivative

Not Designated as Hedging Instrument [Member]

Derivative

Forward Contracts [Member]

Interest Rate Cap [Member]

Designated as Hedging Instrument [Member]

Derivative

Interest Rate Cap [Member]

Derivative

Derivative [Line Items]

Cash Collateral Posted

$16,165,000

$42,770,000

$4,600,000

$16,800,000

Cash Collateral (Received)

5,300,000

Number of Instruments

219

201

153

178

Derivative Asset, Notional Amount

25,000,000

50,000,000

Derivative Liability, Notional Amount

25,000,000

100,000,000

Notional Amount

1,581,951,000

1,403,512,000

800,000,000

400,000,000

600,000,000

1,382,011,000

1,203,569,000

820,055,000

1,009,623,000

561,956,000

193,946,000

Derivative period

'1 year

'5 years

'10 years

Unamortized loss on termination of cash flow hedges

34,500,000

Estimate to be reclassified from OCI to interest expense

8,100,000

1,500,000

Total Outstanding

150,000,000

Strike rate

3.00%

Fair value gain

1,100,000

Premium paid

2,000,000

Hedge accounting adjustments

1,865,000

4,470,000

Cash collateral

634,000

Maximum exposure

33,000,000

9,900,000

Fair value of contracts

187,000

8,379,000

124,000

8,379,000

124,000

Net impact on interest expense on borrowings

1,061,000

1,222,000

2,854,000

3,744,000

-450,000

-229,000

-290,000

-12,000

-450,000

-229,000

-290,000

-12,000

Outstanding rate locks

59,900,000

Outstanding commitments to sell residential mortgage loans

88,300,000

Mandatory forward commitments

86,900,000

MTM Gain

$12,846,000

$544,000

$3,047,000

($400,000)

$2,900,000

$33,028,000

$50,969,000

$33,028,000

$50,969,000

Derivative_Financial_Instrumen3

Derivative Financial Instruments (Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges) (Detail) (USD $)

Sep. 30, 2013

Sep. 26, 2013

Sep. 10, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Designated as Hedging Instrument [Member]

Cash Flow Hedging [Member]

Forward-settle interest rate swap on anticipated debt [Member]

Federal Home Loan Bank Advances [Member]

Other Liabilities 2 [Member]

Other Liabilities [Member]

Other Assets [Member]

Derivative

Interest rate cap on FHLB advances [Member]

Forward-settle interest rate swap on anticipated debt [Member]

Federal Home Loan Bank Advances [Member]

Derivative

Interest Rate Swap on FHLB advances [Member]

Interest rate cap on FHLB advances [Member]

Derivative

Derivative [Line Items]

Inter-affiliate swaps

$100,000,000

Number of Instruments

[1]

Derivative Asset, Notional Amount

25,000,000

50,000,000

Derivative Liability, Notional Amount

25,000,000

50,000,000

[1]

100,000,000

Derivative Asset, Estimated Fair Value

3,048,000

Derivative Liability, Estimated Fair Value

($901,000)

[1]

($1,293,000)

($1,130,000)

($497,000)

[1]

Inter-affiliate swaps between the Bank and holding company total an additional $100 million in aggregate notional value with gains and losses that offset.

Derivative_Financial_Instrumen4

Derivative Financial Instruments (Net Impact On Interest Expense Related To Cash Flow Hedges) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative [Line Items]	'	'	'	'
Interest Expense	$21,766	$27,326	$69,085	$88,320
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	351	498	1,018
Amount Reclassified From AOCI	2,182	1,932	7,090	5,371
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| Federal Home Loan Bank Advances [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	351	498	1,018
Amount Reclassified From AOCI	1,353	1,139	4,604	3,417
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| Subordinated debt [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	0	0	0
Amount Reclassified From AOCI	0	-21	-3	-70
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| Repurchase agreements [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	0	0	0
Amount Reclassified From AOCI	829	830	2,489	2,129
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| Pooled trust preferred securities [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	0	0	0
Amount Reclassified From AOCI	0	-16	0	-105
Fair Value Hedging [Member] \| Interest Expense [Member] \| Designated as Hedging Instrument [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net impact on interest expense on borrowings	-799	-1,420	-2,605	-4,426
Fair Value Hedging [Member] \| Interest Expense [Member] \| Designated as Hedging Instrument [Member] \| Senior notes [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net impact on interest expense on borrowings	-799	-799	-2,398	-2,398
Fair Value Hedging [Member] \| Interest Expense [Member] \| Designated as Hedging Instrument [Member] \| Subordinated debt [Member] \| Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net impact on interest expense on borrowings	$0	($621)	($207)	($2,028)

Derivative_Financial_Instrumen5

Derivative Financial Instruments (Interest Rate Swaps And Caps Not Designated For Hedge Accounting) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Derivative [Line Items]	'	'
Notional Amount	$1,581,951	$1,403,512
Not Designated as Hedging Instrument [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Gain	12,846	544
Derivative Asset, Loss	-26,840	-41,965
Not Designated as Hedging Instrument [Member] \| Customer Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	219	201
Notional Amount	1,382,011	1,203,569
Derivative Asset, Gain	33,028	50,969
Derivative Liability, Loss	-8,379	-124
Net	24,649	50,845
Not Designated as Hedging Instrument [Member] \| Customer Position [Member] \| Other Assets [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	153	178
Notional Amount	820,055	1,009,623
Derivative Asset, Gain	33,028	50,969
Derivative Asset, Loss	0	0
Net	33,028	50,969
Not Designated as Hedging Instrument [Member] \| Customer Position [Member] \| Other Liabilities [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	66	23
Notional Amount	561,956	193,946
Derivative Liability, Gain	0	0
Derivative Liability, Loss	-8,379	-124
Net	-8,379	-124
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	212	194
Notional Amount	1,381,951	1,203,512
Derivative Asset, Gain	12,846	544
Derivative Liability, Loss	-26,840	-41,965
Net	-13,994	-41,421
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member] \| Other Assets [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	26	'
Notional Amount	266,320	'
Derivative Asset, Gain	3,151	'
Derivative Asset, Loss	-710	'
Net	2,441	'
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member] \| Other Liabilities [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	186	194
Notional Amount	1,115,631	1,203,512
Derivative Liability, Gain	9,695	544
Derivative Liability, Loss	-26,130	-41,965
Net	($16,435)	($41,421)

Derivative_Financial_Instrumen6

Derivative Financial Instruments (Changes In Fair Value Of Non-Hedge Accounting Derivatives) (Detail) (Not Designated as Hedging Instrument [Member], Interest Expense [Member], USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative [Line Items]	'	'	'	'
Non-interest Income	$1,061	$1,222	$2,854	$3,744
Visa swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Non-interest Income	-35	-60	-86	-532
Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Non-interest Income	1,546	1,511	3,230	4,288
Forward Contracts [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Non-interest Income	($450)	($229)	($290)	($12)

Derivative_Financial_Instrumen7

Derivative Financial Instruments Derivative Financial Instruments (Offsetting Assets and Liabilities) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	$1,581,951		$1,403,512
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-13,141		-43,048
Cash Collateral Posted	16,165		42,770
Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	383,632		561,716
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-7,162		-17,507
Cash Collateral Posted	7,100		17,900
Net Exposure	0	[1]	393	[1]
Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	343,467		403,097
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-6,887		-15,784
Cash Collateral Posted	7,100		16,980
Net Exposure	213	[1]	1,196	[1]
Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	14,666		15,221
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-1,491		-2,037
Cash Collateral Posted	0		0
Net Exposure	0	[1]	0	[1]
Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	291,320		184,648
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	3,911		-2,453
Cash Collateral Posted	'		2,600
Cash Collateral (Received)	-4,100		'
Net Exposure	0	[1]	147	[1]
Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	283,681		238,830
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	942		-5,267
Cash Collateral Posted	'		5,290
Cash Collateral (Received)	-1,160		'
Net Exposure	0	[1]	23	[1]
Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	265,185		'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-2,454		'
Cash Collateral Posted	7,225		'
Net Exposure	4,771	[1]	'
Designated as Hedging Instrument [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	3,047		0
MTM Loss	-2,194		-1,627
Designated as Hedging Instrument [Member] \| Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	-388		-985
Designated as Hedging Instrument [Member] \| Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	0		-642
Designated as Hedging Instrument [Member] \| Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,471		0
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,576		0
MTM Loss	-513		0
Designated as Hedging Instrument [Member] \| Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		'
MTM Loss	-1,293		'
Non-Hedge Accounting [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	12,846		544
MTM Loss	-26,840		-41,965
Non-Hedge Accounting [Member] \| Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	4,009		199
MTM Loss	-10,783		-16,721
Non-Hedge Accounting [Member] \| Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	3,241		139
MTM Loss	-10,128		-15,281
Non-Hedge Accounting [Member] \| Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1		1
MTM Loss	-1,492		-2,038
Non-Hedge Accounting [Member] \| Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	3,150		53
MTM Loss	-710		-2,506
Non-Hedge Accounting [Member] \| Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,373		152
MTM Loss	-2,494		-5,419
Non-Hedge Accounting [Member] \| Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	72		'
MTM Loss	($1,233)		'

[1]	Net positive exposure represents over-collateralized loss positions which can be the result of OTC clearing house initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act ("Dodd-Frank").

Fair_Value_Measurements_Narrat

Fair Value Measurements (Narrative) (Detail) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012
		Alternative Investments [Member]	Cost-method Investments [Member]	Fair Value, Measurements, Nonrecurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]
			Alternative Investments [Member]	Fair Value, Inputs, Level 3 [Member]	Alternative Investments [Member]	Alternative Investments [Member]	Cost-method Investments [Member]	Alternative Investments [Member]	Alternative Investments [Member]
							Rabbi Trust [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'	'	'	'	'	'	'	'
Alternative investments	'	'	$18,200,000	'	$19,048,000	$19,523,000	$5,100,000	$804,000	$1,533,000
Maturity period of investments	'	'10 years	'	'	'	'	'	'	'
Unfunded commitment for investments	'	2,000,000	'	'	'	'	'	'	'
Interest rate swap maturity period	'30 years	'	'	'	'	'	'	'	'
Book value of other real estate owned (OREO) and repossessed assets	'	'	'	$8,000,000	'	'	'	'	'

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Assets And Liabilities Measured On Recurring Basis) (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	$2,622,575		$685,797
Total financial assets held at fair value	'		3,197,301
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Total financial assets held at fair value	'		14,023
Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Total financial assets held at fair value	'		3,066,998
Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Total financial assets held at fair value	'		116,280
Fair Value, Measurements, Nonrecurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage Servicing Assets	0	[1]	0	[1]
Fair Value, Measurements, Nonrecurring [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage Servicing Assets	0	[1]	0	[1]
Fair Value, Measurements, Nonrecurring [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage Servicing Assets	25,496	[1]	15,881	[1]
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	3,193,772		3,136,160
Derivative instruments - assets	38,517		53,867
Total financial assets held at fair value	3,239,002		'
Derivative instruments - liabilities	27,584		43,301
Liabilities, Fair Value Disclosure, Recurring	27,584		43,301
Fair Value, Measurements, Recurring [Member] \| Interest rate swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	38,517		50,969
Derivative instruments - liabilities	27,008		43,172
Fair Value, Measurements, Recurring [Member] \| Forward Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	187		125
Fair Value, Measurements, Recurring [Member] \| Mortgage banking derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		2,898
Derivative instruments - liabilities	384		'
Fair Value, Measurements, Recurring [Member] \| Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	804		1,533
Fair Value, Measurements, Recurring [Member] \| Visa swap [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	5		4
Fair Value, Measurements, Recurring [Member] \| U.S. Treasury Bills [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	200		200
Fair Value, Measurements, Recurring [Member] \| Agency CMOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	885,476		1,310,006
Fair Value, Measurements, Recurring [Member] \| Agency MBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	1,293,254		1,142,280
Fair Value, Measurements, Recurring [Member] \| Agency CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	20,084		'
Fair Value, Measurements, Recurring [Member] \| CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	465,951		398,031
Fair Value, Measurements, Recurring [Member] \| CLOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	332,534		88,540
Fair Value, Measurements, Recurring [Member] \| Pooled trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	29,964		26,207
Fair Value, Measurements, Recurring [Member] \| Single issuer trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	43,302		44,415
Fair Value, Measurements, Recurring [Member] \| Corporate debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	113,618		118,199
Fair Value, Measurements, Recurring [Member] \| Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	9,389		8,282
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	9,314		8,282
Derivative instruments - assets	0		0
Total financial assets held at fair value	15,223		'
Derivative instruments - liabilities	187		125
Liabilities, Fair Value Disclosure, Recurring	187		125
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Interest rate swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		0
Derivative instruments - liabilities	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Forward Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	187		125
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Mortgage banking derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		0
Derivative instruments - liabilities	0		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Visa swap [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| U.S. Treasury Bills [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	200		200
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency CMOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency MBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	0		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| CLOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Pooled trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Single issuer trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Corporate debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	9,114		8,082
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	3,154,494		3,013,131
Derivative instruments - assets	38,517		53,867
Total financial assets held at fair value	3,193,011		'
Derivative instruments - liabilities	27,397		43,176
Liabilities, Fair Value Disclosure, Recurring	27,397		43,176
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Interest rate swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	38,517		50,969
Derivative instruments - liabilities	27,008		43,172
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Forward Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Mortgage banking derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		2,898
Derivative instruments - liabilities	384		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Visa swap [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	5		4
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| U.S. Treasury Bills [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency CMOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	885,476		1,310,006
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency MBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	1,293,254		1,142,280
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	20,084		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	465,951		398,031
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| CLOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	332,534		0
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Pooled trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Single issuer trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	43,302		44,415
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Corporate debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	113,618		118,199
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	275		200
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	29,964		114,747
Derivative instruments - assets	0		0
Total financial assets held at fair value	30,768		'
Derivative instruments - liabilities	0		0
Liabilities, Fair Value Disclosure, Recurring	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Interest rate swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		0
Derivative instruments - liabilities	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Forward Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Mortgage banking derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - assets	'		0
Derivative instruments - liabilities	0		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	804		1,533
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Visa swap [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative instruments - liabilities	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| U.S. Treasury Bills [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency CMOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency MBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	0		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| CMBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| CLOs [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	0		88,540
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Pooled trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	29,964		26,207
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Single issuer trust preferred securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Corporate debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale, at fair value	'		'
Fair Value, Measurements, Recurring [Member] \| Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	19,048		19,523
Fair Value, Measurements, Recurring [Member] \| Alternative Investments [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	0		0
Fair Value, Measurements, Recurring [Member] \| Alternative Investments [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	0		0
Fair Value, Measurements, Recurring [Member] \| Alternative Investments [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	19,048		19,523
Fair Value, Measurements, Recurring [Member] \| Investments Held In Rabbi Trust [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	5,909		5,741
Fair Value, Measurements, Recurring [Member] \| Investments Held In Rabbi Trust [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	5,909		5,741
Fair Value, Measurements, Recurring [Member] \| Investments Held In Rabbi Trust [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	'		'
Fair Value, Measurements, Recurring [Member] \| Investments Held In Rabbi Trust [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Alternative investments	'		'
Residential Mortgage [Member] \| Fair Value, Measurements, Nonrecurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage Servicing Assets	$20,577	[1]	$14,027	[1]

[1]	The carrying amount of mortgage servicing assets is net of $0.4 million and $1.8 million reserves at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively. The estimated fair value does not include such adjustments.

Fair_Value_Measurements_Schedu

Fair Value Measurements (Schedule Of Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Detail) (USD $)	3 Months Ended				9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Level 3, beginning of period	$31,572		$30,976		$116,280		$32,814
Transfers out of Level 3	0	[1],[2]	0	[1],[2]	-248,844	[1],[2]	-975	[1],[2]
Change in unrealized loss included in other comprehensive income	7,194		1,587		14,194		2,279
Unrealized loss included in net income	-70		-539		-355		-1,161
Realized gain on sale of available for sale securities	269		0		269		0
Purchases/capital calls	0		0		159,412		126
Sales/proceeds	-7,740		0		-7,740		0
Accretion/amortization	26		63		214		79
Calls/paydowns	-483		-2,219		-2,662		-3,294
Level 3, end of period	$30,768		$29,868		$30,768		$29,868

[1]	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. The methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for these CLOs is active and there is ample price transparency.
[2]	As of JanuaryÂ 1, 2012, auction rate preferred securities were transferred from Level 3 to Level 2. These securities are considered to be Level 2 based upon observable market activity at full par value for recent transactions.

Fair_Value_Measurements_Schedu1

Fair Value Measurements (Schedule Of Quantitative Inputs And Assumptions For Items Categorized In Level 3 Of The Fair Value Hierarchy) (Detail) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011	Sep. 30, 2013
In Thousands, unless otherwise specified							Pooled trust preferred securities [Member]
							BasisPoint
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'	'	'	'	'	'
Fair Value	$30,768	$31,572	$116,280	$29,868	$30,976	$32,814	$29,964
Discount rate, Range (Weighted Average), minimum	'	'	'	'	'	'	6.84%
Discount rate, Range (Weighted Average), maximum	'	'	'	'	'	'	7.93%
Discount rate, Range (Weighted Average)	'	'	'	'	'	'	7.71%
Credit spread, Range (Weighted Average), minimum (in basis points)	'	'	'	'	'	'	318
Credit spread, Range (Weighted Average), maximum (in basis points)	'	'	'	'	'	'	428
Credit spread, Range (Weighted Average) (in basis points)	'	'	'	'	'	'	406

Fair_Value_Measurements_Schedu2

Fair Value Measurements (Schedule Of Valuation Methodology And Unobservable Inputs) (Detail) (USD $)

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

In Thousands, unless otherwise specified

Fair Value, Measurements, Nonrecurring [Member]

Discount for costs to sell [Member]

Minimum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [Member]

Other Real Estate Owned [Member]

Impaired Loans [Member]

Discount for date appraisal [Member]

Discount for costs to sell [Member]

Discount for appraisal type [Member]

Prepayment speeds [Member]

Discount rate [Member]

Discount for date appraisal [Member]

Discount for costs to sell [Member]

Discount for appraisal type [Member]

Prepayment speeds [Member]

Discount rate [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value Measurements [Line Items]

Impaired Loans, Fair Value

$11,851,567

$12,410,295

$12,005,555

$41,177

Alternative investments

7,919

Mortgage Servicing Assets

$25,496

[1]

$15,881

[1]

Range of Inputs

8.00%

0.00%

3.00%

25.00%

6.70%

3.10%

30.00%

8.00%

50.00%

26.60%

6.00%

[1]

The carrying amount of mortgage servicing assets is net of $0.4 million and $1.8 million reserves at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively. The estimated fair value does not include such adjustments.

Fair_Value_Measurements_Summar

Fair Value Measurements (Summary Of Estimated Fair Values Of Significant Financial Instruments) (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Reported Value Measurement [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

DepositsOtherThanTimeDeposits [Member]

Time Deposits [Member]

Minimum [Member]

Maximum [Member]

Alternative Investments [Member]

Reported Value Measurement [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Available-for-sale Securities [Member]

Held-to-maturity Securities [Member]

Alternative Investments [Member]

Investments Held In Rabbi Trust [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Held-to-maturity Securities [Member]

Fair Value, Measurements, Recurring [Member]

Range Seven [Member]

Range Two [Member]

Range Eight [Member]

Range Nine [Member]

Range Seven [Member]

Range Two [Member]

Range Eight [Member]

Range Nine [Member]

Fair Value, Measurements, Recurring [Member]

Reported Value Measurement [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Reported Value Measurement [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Reported Value Measurement [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Unobservable Input (Level 3) [Member]

Fair Value Measurements [Line Items]

Percentage Of Unobservable Inputs For Level Three Assets And Liabilities Measured At Fair Value

25.00%

3.00%

6.70%

3.10%

50.00%

8.00%

26.60%

6.00%

Available-for-sale Securities

$3,193,772,000

Securities available for sale

2,622,575,000

685,797,000

3,193,772,000

3,136,160,000

9,314,000

8,282,000

3,154,494,000

3,013,131,000

29,964,000

114,747,000

3,136,160,000

9,314,000

8,282,000

3,154,494,000

3,013,131,000

29,964,000

114,747,000

3,107,529,000

3,264,718,000

3,248,620,000

Loans held for sale

40,193,000

107,633,000

Loans Held-for-sale, Fair Value Disclosure

40,193,000

107,633,000

40,193,000

107,633,000

Loans and Leases Receivable, Net Amount

12,320,420,000

11,851,567,000

12,320,420,000

Loans Receivable, Fair Value Disclosure

11,851,567,000

12,410,295,000

12,005,555,000

Held-to-maturity Securities

3,205,999,000

Mortgage servicing assets

[1]

25,496,000

[1]

15,881,000

[1]

Alternative investments

19,048,000

19,523,000

19,048,000

19,523,000

5,909,000

5,741,000

5,909,000

5,741,000

804,000

1,533,000

804,000

1,533,000

Derivative instruments

38,517,000

53,867,000

38,517,000

53,867,000

Deposits other than time deposits

12,741,904,000

11,985,683,000

12,741,904,000

11,985,683,000

2,545,152,000

2,280,333,000

2,584,921,000

Time Deposits Fair Value Disclosure

2,257,627,000

Securities sold under agreements to repurchase and other borrowings

1,372,290,000

1,076,160,000

1,372,290,000

Securities sold under agreements to repurchase and other borrowings

1,076,160,000

1,404,532,000

1,134,614,000

Long-term Federal Home Loan Bank Advances

1,602,469,000

[2]

Federal Home Loan Bank advances

1,827,612,000

[2]

1,636,387,000

[2]

1,843,615,000

[2]

Long-term debt

229,146,000

334,276,000

229,146,000

[3]

Long-term debt

334,276,000

[3]

224,097,000

[3]

298,807,000

[3]

Derivative instruments

27,584,000

43,301,000

187,000

125,000

27,397,000

43,176,000

Mortgage servicing assets, reserves

400,000

1,800,000

Hedge accounting adjustments and discounts

67,000

85,000

Hedge Accounting Adjustments And Discounts - Long Term Debt

$1,800,000

$4,400,000

[1]

[2]

The carrying amount of FHLB advances is net of $67 thousand and $85 thousand in unamortized premiums at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively. The estimated fair value does not include such adjustments.

[3]

The carrying amount of long-term debt is net of $1.8 million and $4.4 million in hedge accounting adjustments and discounts at SeptemberÂ 30, 2013 and DecemberÂ 31, 2012, respectively. The estimated fair value does not include such adjustments.

Recovered_Sheet5

Pension And Other Postretirement Benefits (Narrative) (Detail) (Multiemployer Plans, Pension [Member], USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Jul. 02, 2013
Multiemployer Plans, Pension [Member]	'	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'	'
Underfunded amount	'	'	'	'	$2,100,000
Multiemployer Plan, Period Contributions	$60,000	$400,000	$500,000	$1,200,000	'

Pension_and_Other_Postretireme2

Pension and Other Postretirement Benefits (Summary of Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Webster Pension [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost (benefits earned during the period)	$10	$7	$30	$22
Interest cost on benefit obligations	1,841	1,827	5,524	5,480
Expected return on plan assets	-2,779	-2,517	-8,336	-7,551
Amortization of prior service cost	0	0	0	0
Recognized net loss	1,590	1,525	4,767	4,576
Net periodic benefit cost recognized in net income	662	842	1,985	2,527
Supplemental Employee Retirement Plan, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost (benefits earned during the period)	0	0	0	0
Interest cost on benefit obligations	72	79	217	237
Expected return on plan assets	0	0	0	0
Amortization of prior service cost	0	0	0	0
Recognized net loss	32	18	94	53
Net periodic benefit cost recognized in net income	104	97	311	290
Other Benefits [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost (benefits earned during the period)	0	0	0	0
Interest cost on benefit obligations	30	44	90	132
Expected return on plan assets	0	0	0	0
Amortization of prior service cost	18	18	54	54
Recognized net loss	7	26	21	77
Net periodic benefit cost recognized in net income	$55	$88	$165	$263

StockBased_Compensation_Plans_1

Stock-Based Compensation Plans (Narrative) (Detail) (USD $)

9 Months Ended

0 Months Ended

9 Months Ended

In Millions, except Share data, unless otherwise specified

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Feb. 20, 2013

Sep. 30, 2013

Stock Options [Member]

Restricted Stock [Member]

Non-Qualified Stock Options [Member]

Incentive Stock Options [Member]

Performance Based Restricted Stock Awards [Member]

Non-Vested Restricted Stock Awards [Member]

Minimum [Member]

Maximum [Member]

bank

Stock Options [Member]

Restricted Stock [Member]

Performance Based Restricted Stock Awards [Member]

Stock Options [Member]

Restricted Stock [Member]

Performance Based Restricted Stock Awards [Member]

Share-based Compensation Arrangement by Share-based Payment Award [Line Items]

Hold period before vesting

'1 year

Vesting period

'3 years

'1 year

'4 years

'5 years

Maximum contractual term

'10 years

Unrecognized compensation expense

Weighted-average vesting period

'1 year 8 months 0 days

'1 year 10 months 24 days

Number of options outstanding

2,696,855

2,476,645

2,458,697

238,158

Shares authorized

100,000

Restricted stock shares granted during period

222,585

163,519

Vesting percentage

50.00%

0.00%

200.00%

Number of Banks in Compensation Peer Group

Unrecognized compensation cost

$10.70

StockBased_Compensation_Plans_2

Stock-Based Compensation Plans (Summary of Stock-based compensation expense recognized (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	$2,162,434	$2,564,096	$7,757,051	$6,734,848
Stock Options [Member]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	886,281	737,208	2,831,966	1,795,501
Restricted Stock [Member]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	$1,276,153	$1,826,888	$4,925,085	$4,939,347

StockBased_Compensation_Plans_3

Stock-Based Compensation Plans (Summary Of Weighted-Average Assumptions) (Detail) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'
Expected term	'6 years 11 months	'6 years 7 months
Expected dividend yield	1.80%	1.00%
Expected forfeiture rate	10.00%	9.00%
Expected volatility	58.97%	61.03%
Risk-free interest rate	1.36%	1.30%
Fair value of option at grant date	$10.96	$11.71

StockBased_Compensation_Plans_4

Stock-Based Compensation Plans (Summary Of Stock Option Activity) (Detail) (USD $)	9 Months Ended
	Sep. 30, 2013
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding [Roll Forward]	'
Options outstanding, at beginning of period, Number of Shares	2,476,645
Options outstanding, at beginning of period, Weighted-Average Exercise Price (in dollars per share)	$28.99
Options granted, Number of Shares	436,043
Options granted, Weighted-Average Exercise Price (in dollars per share)	$23
Options exercised, Number of Shares	59,521
Options exercised, Weighted-Average Exercise Price (in dollars per share)	$17.19
Options forfeited or expired, Number of Shares	156,312
Options forfeited or expired, Weighted-Average Exercise Price (in dollars per share)	$29.65
Options outstanding, at end of period, Number of Shares	2,696,855
Options outstanding, at end of period, Weighted-Average Exercise Price (in dollars per share)	$28.25
Options exercisable, at end of period, Number of Shares	2,107,489
Options exercisable, at end of period, Weighted-Average Exercise Price (in dollars per share)	$29.72
Options expected to vest, at end of period, Number of Shares	540,314
Options expected to vest, at end of period, Weighted-Average Exercise Price (in dollars per share)	$22.95

StockBased_Compensation_Plans_5

Stock-Based Compensation Plans (Summary Of Restricted Stock Activity) (Detail) (USD $)	0 Months Ended	9 Months Ended
	Feb. 20, 2013	Sep. 30, 2013
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]	'	'
Options outstanding, at end of period, Weighted-Average Exercise Price (in dollars per share)	'	$28.25
Time Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]	'	'
Restricted stock, at beginning of period, Number of Shares	'	249,294
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	'	$22.12
Granted, Number of Shares	'	222,585
Granted, Weighted-average Grant Date Fair Value (in dollars per share)	'	$22.80
Vested, Number of Shares	'	154,133	[1]
Vested, Weighted-average Grant Date Fair Value (in dollars per share)	'	$21.78	[1]
Forfeited/Modified Number of Shares	'	20,531
Forfeited/Modified Weighted-average Grant Date Fair Value (in dollars per share)	'	$22.40
Restricted stock, at end of period, Number of Shares	'	297,215
Options outstanding, at end of period, Weighted-Average Exercise Price (in dollars per share)	'	$22.55
Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]	'	'
Restricted stock, at beginning of period, Number of Shares	'	94,407
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	'	$25.44
Granted, Number of Shares	163,519	163,519
Granted, Weighted-average Grant Date Fair Value (in dollars per share)	'	$24.04
Vested, Number of Shares	'	64,169	[1]
Vested, Weighted-average Grant Date Fair Value (in dollars per share)	'	$24.77	[1]
Forfeited/Modified Number of Shares	'	34,825
Forfeited/Modified Weighted-average Grant Date Fair Value (in dollars per share)	'	$24.55
Restricted stock, at end of period, Number of Shares	'	158,932
Options outstanding, at end of period, Weighted-Average Exercise Price (in dollars per share)	'	$24.46
Time Based Restricted Stock Unit Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]	'	'
Restricted stock, at beginning of period, Number of Shares	'	33,742
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	'	$22.12
Granted, Number of Shares	'	0
Granted, Weighted-average Grant Date Fair Value (in dollars per share)	'	$0
Vested, Number of Shares	'	19,700	[1]
Vested, Weighted-average Grant Date Fair Value (in dollars per share)	'	$22.21	[1]
Forfeited/Modified Number of Shares	'	9,778
Forfeited/Modified Weighted-average Grant Date Fair Value (in dollars per share)	'	$21.67
Restricted stock, at end of period, Number of Shares	'	4,264
Options outstanding, at end of period, Weighted-Average Exercise Price (in dollars per share)	'	$22.75

[1]	Vested for purposes of recording compensation expense on a straight-line basis.

Business_Segments_Operating_Re

Business Segments - Operating Results and Total Assets Reportable Segments (Detail) (USD $)	3 Months Ended			9 Months Ended			12 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012		Sep. 30, 2013	Sep. 30, 2012		Dec. 31, 2012
	Sep. 30, 2013	Sep. 30, 2012		Segment	Sep. 30, 2012		Segment
Segment Reporting Information [Line Items]	'	'		'	'		'
Number of Reportable Segments	'	'		3	'		4
Percentage of provision expense attributable to business segments	125.00%	'		111.60%	'		'
Net interest income (loss)	$149,987	$144,890		$442,844	$432,636		'
(Benefit) provision for loan and lease losses	8,500	5,000		24,500	14,000		'
Net interest income after provision for loan and lease losses	141,487	139,890		418,344	418,636		'
Non-interest income	46,257	48,479		146,786	139,818		'
Non-interest expense	122,281	123,887		371,420	378,879		'
Income before income tax expense	65,463	64,482		193,710	179,575		'
Income tax expense	18,158	19,489		57,915	54,404		'
Net income	47,305	44,993		135,795	125,171		'
Total Assets	20,609,554	'		20,609,554	'		20,146,765
Consolidated Business Segments [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	149,987	144,890	[1]	442,844	432,636	[1]	'
(Benefit) provision for loan and lease losses	8,500	5,000	[1]	24,500	14,000	[1]	'
Net interest income after provision for loan and lease losses	141,487	139,890	[1]	418,344	418,636	[1]	'
Non-interest income	46,257	48,479	[1]	146,786	139,818	[1]	'
Non-interest expense	122,281	123,887	[1]	371,420	378,879	[1]	'
Income before income tax expense	65,463	64,482	[1]	193,710	179,575	[1]	'
Income tax expense	18,158	19,489	[1]	57,915	54,404	[1]	'
Net income	47,305	44,993	[1]	135,795	125,171	[1]	'
Total Assets	20,609,554	'		20,609,554	'		20,146,765
Total Business Segments [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	155,112	142,916	[1]	450,053	418,312	[1]	'
(Benefit) provision for loan and lease losses	10,624	3,841	[1]	27,337	9,200	[1]	'
Net interest income after provision for loan and lease losses	144,488	139,075	[1]	422,716	409,112	[1]	'
Non-interest income	42,288	44,642	[1]	132,770	127,303	[1]	'
Non-interest expense	119,308	120,196	[1]	362,939	364,805	[1]	'
Income before income tax expense	67,468	63,521	[1]	192,547	171,610	[1]	'
Income tax expense	18,792	19,201	[1]	57,567	51,991	[1]	'
Net income	48,676	44,320	[1]	134,980	119,619	[1]	'
Total Assets	13,547,310	'		13,547,310	'		13,104,471
Commercial Banking [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	56,430	48,127	[1]	161,008	137,610	[1]	'
(Benefit) provision for loan and lease losses	7,032	-5,540	[1]	11,449	-10,979	[1]	'
Net interest income after provision for loan and lease losses	49,398	53,667	[1]	149,559	148,589	[1]	'
Non-interest income	8,818	7,191	[1]	20,537	21,365	[1]	'
Non-interest expense	24,647	24,823	[1]	74,068	74,320	[1]	'
Income before income tax expense	33,569	36,035	[1]	96,028	95,634	[1]	'
Income tax expense	9,347	10,893	[1]	28,710	28,973	[1]	'
Net income	24,222	25,142	[1]	67,318	66,661	[1]	'
Total Assets	5,517,704	'		5,517,704	'		5,113,898
Community Banking [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	87,949	86,263	[1]	259,037	255,878	[1]	'
(Benefit) provision for loan and lease losses	3,570	9,709	[1]	15,816	20,847	[1]	'
Net interest income after provision for loan and lease losses	84,379	76,554	[1]	243,221	235,031	[1]	'
Non-interest income	25,387	30,312	[1]	87,654	84,385	[1]	'
Non-interest expense	82,748	84,408	[1]	251,759	257,292	[1]	'
Income before income tax expense	27,018	22,458	[1]	79,116	62,124	[1]	'
Income tax expense	7,504	6,788	[1]	23,654	18,821	[1]	'
Net income	19,514	15,670	[1]	55,462	43,303	[1]	'
Total Assets	7,703,557	'		7,703,557	'		7,708,159
Other [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	10,733	8,526	[1]	30,008	24,824	[1]	'
(Benefit) provision for loan and lease losses	22	-328	[1]	72	-668	[1]	'
Net interest income after provision for loan and lease losses	10,711	8,854	[1]	29,936	25,492	[1]	'
Non-interest income	8,083	7,139	[1]	24,579	21,553	[1]	'
Non-interest expense	11,913	10,965	[1]	37,112	33,193	[1]	'
Income before income tax expense	6,881	5,028	[1]	17,403	13,852	[1]	'
Income tax expense	1,941	1,520	[1]	5,203	4,197	[1]	'
Net income	4,940	3,508	[1]	12,200	9,655	[1]	'
Total Assets	326,049	'		326,049	'		282,414
Corporate and Reconciling [Member]	'	'		'	'		'
Segment Reporting Information [Line Items]	'	'		'	'		'
Net interest income (loss)	-5,125	1,974	[1]	-7,209	14,324	[1]	'
(Benefit) provision for loan and lease losses	-2,124	1,159	[1]	-2,837	4,800	[1]	'
Net interest income after provision for loan and lease losses	-3,001	815	[1]	-4,372	9,524	[1]	'
Non-interest income	3,969	3,837	[1]	14,016	12,515	[1]	'
Non-interest expense	2,973	3,691	[1]	8,481	14,074	[1]	'
Income before income tax expense	-2,005	961	[1]	1,163	7,965	[1]	'
Income tax expense	-634	288	[1]	348	2,413	[1]	'
Net income	-1,371	673	[1]	815	5,552	[1]	'
Total Assets	$7,062,244	'		$7,062,244	'		$7,042,294

[1]	Reclassified to conform to the 2013 presentation.

Commitments_and_Contingencies_1

Commitments and Contingencies - (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Commitments and Contingencies Disclosure [Abstract]	'	'	'	'
Rental expense under leases	$5.20	$5	$15.30	$15.10
Rental income	$0.20	$0.30	$0.70	$0.80

Commitments_and_Contingencies_2

Commitments and Contingencies - (Outstanding Financial Instruments Contract Amounts Represent Credit Risk) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,168,103	$3,947,337
Standby letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	135,601	139,789
Commercial letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	9,252	6,535
Unused commitments to extend credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,023,250	$3,801,013

Commitments_and_Contingencies_3

Commitments and Contingencies Commitments and Contingencies (Schedule for Unfunded Commitments) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Reserve For Unfunded Credit Commitments [Roll Forward]	'	'	'	'
Beginning balance	$4,593	$5,463	$5,662	$5,449
Provision	64	0	64	259
Reserve release	0	-267	-1,069	-512
Ending balance	$4,657	$5,196	$4,657	$5,196